+333.1%
SLV vs EAT
+1,233.1%
-900.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.7% | +1.9% | +4.8% | +6.5% |
| 3M | -10.7% | +68.7% | -79.3% | -14.1% |
| 6M | -20.6% | +66.9% | -87.5% | -23.7% |
| YTD | -7.1% | +60.4% | -67.6% | -10.5% |
| 1Y | +62.0% | +44.0% | +18.0% | +56.9% |
| 3Y | +169.8% | +604.7% | -434.9% | +131.6% |
| 5Y | +161.5% | +347.0% | -185.6% | +127.2% |
| 10Y | +224.4% | +390.8% | -166.4% | +160.2% |
| All | +333.1% | +1,233.1% | -900.0% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling