+40.5%
EEM vs SLV
+60.8%
-20.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | +4.5% | +6.7% | -2.2% | +3.2% |
| 3M | -0.1% | -10.7% | +10.6% | +1.5% |
| 6M | +16.9% | -20.6% | +37.5% | +20.0% |
| YTD | +26.2% | -7.1% | +33.4% | +25.9% |
| 1Y | +40.5% | +62.0% | -21.5% | +35.3% |
| All | +40.5% | +60.8% | -20.3% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 1y: compounded portfolio wealth divided by compounded SLV 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…
1y analysis · Full analysis span regression · 6 months rolling