+237.7%
SLV vs SRE
+570.0%
-332.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.1% | -5.6% | +4.6% | +0.1% |
| 30D | -14.2% | -4.5% | -9.7% | -13.4% |
| 3M | -20.3% | -7.7% | -12.6% | -19.2% |
| 6M | -40.2% | -14.4% | -25.8% | -38.4% |
| YTD | -27.6% | -9.4% | -18.2% | -26.5% |
| 1Y | +0.4% | -13.8% | +14.3% | +3.0% |
| 3Y | +129.4% | +22.2% | +107.2% | +114.7% |
| 5Y | +99.8% | +50.5% | +49.3% | +78.5% |
| 10Y | +183.2% | +124.1% | +59.1% | +125.8% |
| All | +237.7% | +570.0% | -332.3% | +92.0% |
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