+216.5%
SLV vs SRE
+124.1%
+92.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.1% |
| 7D | -5.0% | -0.7% | -4.4% | -4.9% |
| 30D | -1.8% | -1.7% | -0.1% | -1.6% |
| 3M | -0.3% | -7.1% | +6.8% | +1.0% |
| 6M | -28.2% | -8.4% | -19.8% | -27.1% |
| YTD | -10.7% | -3.5% | -7.2% | -10.5% |
| 1Y | +53.7% | +5.4% | +48.3% | +51.0% |
| 3Y | +173.7% | +29.5% | +144.2% | +152.0% |
| 5Y | +161.5% | +48.3% | +113.2% | +134.2% |
| All | +216.5% | +124.1% | +92.4% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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