+218.9%
SLV vs EAT
+373.3%
-154.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | +2.5% | -4.9% | +7.4% | +2.9% |
| 30D | +3.3% | -1.2% | +4.5% | +3.3% |
| 3M | -3.6% | +52.2% | -55.8% | -7.1% |
| 6M | -21.8% | +65.0% | -86.9% | -25.3% |
| YTD | -7.8% | +55.0% | -62.9% | -11.5% |
| 1Y | +58.3% | +42.1% | +16.2% | +52.6% |
| 3Y | +182.6% | +614.7% | -432.1% | +135.6% |
| 5Y | +167.8% | +322.7% | -154.9% | +127.9% |
| 10Y | +218.9% | +382.0% | -163.2% | +135.3% |
| All | +218.9% | +373.3% | -154.4% | +135.3% |
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