+113.7%
SLV vs TE
-80.7%
+194.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.9% |
| 7D | +5.6% | -10.5% | +16.2% | +6.2% |
| 30D | -12.1% | -32.4% | +20.3% | -10.3% |
| 3M | -16.3% | -60.9% | +44.6% | -12.0% |
| 6M | -34.1% | -62.8% | +28.8% | -31.0% |
| YTD | -25.3% | -65.7% | +40.4% | -22.1% |
| 1Y | +9.6% | -39.9% | +49.5% | +10.9% |
| 3Y | +132.7% | +10.6% | +122.0% | +120.6% |
| 5Y | +113.7% | -79.7% | +193.3% | +120.4% |
| All | +113.7% | -80.7% | +194.3% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 5y: compounded portfolio wealth divided by compounded TE 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…
5y analysis · Full analysis span regression · 6 months rolling