+163.5%
EEM vs SLV
+249.8%
-86.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.6% |
| 7D | +5.3% | -3.9% | +9.2% | +6.4% |
| 30D | -7.0% | -15.6% | +8.7% | -2.8% |
| 3M | -8.0% | -23.6% | +15.6% | -1.4% |
| 6M | -6.6% | -42.6% | +35.9% | +7.5% |
| YTD | +12.3% | -30.0% | +42.3% | +17.8% |
| 1Y | +12.2% | -6.6% | +18.8% | +7.8% |
| 3Y | +71.2% | +121.8% | -50.6% | +26.4% |
| 5Y | +32.2% | +92.7% | -60.4% | +0.1% |
| 10Y | +120.3% | +174.0% | -53.6% | +43.3% |
| All | +163.5% | +249.8% | -86.2% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling