+196.1%
EEM vs SLV
+363.7%
-167.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | +4.5% | +6.7% | -2.2% | +2.6% |
| 3M | -0.1% | -10.7% | +10.6% | +2.7% |
| 6M | +16.9% | -20.6% | +37.5% | +23.2% |
| YTD | +26.2% | -7.1% | +33.4% | +23.0% |
| 1Y | +40.5% | +62.0% | -21.5% | +15.9% |
| 3Y | +86.2% | +169.8% | -83.6% | +30.7% |
| 5Y | +45.5% | +161.5% | -116.0% | +1.5% |
| 10Y | +128.6% | +224.4% | -95.8% | +42.7% |
| All | +196.1% | +363.7% | -167.6% | +24.9% |
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