+199.4%
SLV vs SE
+379.8%
-180.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.5% |
| 7D | +5.6% | +3.3% | +2.4% | +5.4% |
| 30D | -12.1% | -18.2% | +6.0% | -11.0% |
| 3M | -16.3% | -31.3% | +15.0% | -14.4% |
| 6M | -34.1% | -10.1% | -24.0% | -33.8% |
| YTD | -25.3% | -38.9% | +13.6% | -23.4% |
| 1Y | +9.6% | -48.0% | +57.6% | +13.1% |
| 3Y | +132.7% | +78.8% | +53.9% | +125.4% |
| 5Y | +113.7% | -77.1% | +190.8% | +124.7% |
| All | +199.4% | +379.8% | -180.4% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling