+175.9%
SLV vs EAT
+375.0%
-199.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | +5.6% | -3.9% | +9.6% | +6.0% |
| 30D | -12.1% | +5.0% | -17.1% | -12.5% |
| 3M | -16.3% | -9.6% | -6.7% | -15.8% |
| 6M | -34.1% | +46.8% | -80.8% | -36.5% |
| YTD | -25.3% | +41.8% | -67.1% | -27.8% |
| 1Y | +9.6% | +98.3% | -88.7% | +3.0% |
| 3Y | +132.7% | +503.1% | -370.4% | +96.6% |
| 5Y | +113.7% | +356.7% | -243.0% | +80.6% |
| 10Y | +175.9% | +349.8% | -173.9% | +103.2% |
| All | +175.9% | +375.0% | -199.1% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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