+333.1%
SLV vs SRE
+613.9%
-280.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +6.7% | -0.7% | +7.4% | +6.7% |
| 3M | -10.7% | -6.3% | -4.4% | -9.7% |
| 6M | -20.6% | -10.7% | -9.9% | -19.0% |
| YTD | -7.1% | -3.5% | -3.7% | -6.9% |
| 1Y | +62.0% | +5.3% | +56.7% | +59.2% |
| 3Y | +169.8% | +31.8% | +138.0% | +148.6% |
| 5Y | +161.5% | +47.4% | +114.1% | +134.6% |
| 10Y | +224.4% | +120.6% | +103.8% | +159.6% |
| All | +333.1% | +613.9% | -280.8% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling