+123.6%
EEM vs SLV
+166.7%
-43.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.1% | +2.3% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | -6.2% | -14.2% | +8.0% | -2.9% |
| 3M | -5.2% | -20.3% | +15.1% | -0.2% |
| 6M | -8.1% | -40.2% | +32.1% | +2.8% |
| YTD | +14.0% | -27.6% | +41.6% | +17.6% |
| 1Y | +13.8% | +0.4% | +13.4% | +7.4% |
| 3Y | +73.7% | +129.4% | -55.6% | +30.5% |
| 5Y | +34.6% | +99.8% | -65.2% | +3.0% |
| 10Y | +123.6% | +183.2% | -59.7% | +40.0% |
| All | +123.6% | +166.7% | -43.2% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling