+122.3%
SLV vs SE
+64.9%
+57.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +5.1% | +2.0% | +3.1% | +4.8% |
| 30D | -12.9% | -20.0% | +7.1% | -10.3% |
| 3M | -16.1% | -31.8% | +15.7% | -12.0% |
| 6M | -33.2% | -15.9% | -17.3% | -32.2% |
| YTD | -27.2% | -40.6% | +13.4% | -23.6% |
| 1Y | +7.6% | -50.7% | +58.3% | +14.4% |
| 3Y | +122.3% | +70.3% | +52.0% | +127.7% |
| All | +122.3% | +64.9% | +57.4% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling