+47.0%
EEM vs SLV
+164.2%
-117.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | +3.1% | +2.5% | +0.6% | +2.5% |
| 30D | +4.9% | +3.3% | +1.6% | +4.0% |
| 3M | +5.2% | -3.6% | +8.8% | +5.7% |
| 6M | +20.7% | -21.8% | +42.5% | +26.2% |
| YTD | +26.5% | -7.8% | +34.3% | +22.7% |
| 1Y | +37.8% | +58.3% | -20.4% | +14.5% |
| 3Y | +91.0% | +182.6% | -91.6% | +33.0% |
| 5Y | +47.0% | +167.8% | -120.8% | +0.2% |
| All | +47.0% | +164.2% | -117.2% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling