+182.0%
SLV vs EIX
+34.9%
+147.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -3.9% | -1.5% | -2.4% | -3.6% |
| 30D | -15.6% | +8.1% | -23.8% | -16.6% |
| 3M | -23.6% | -12.1% | -11.5% | -22.7% |
| 6M | -42.6% | -13.4% | -29.1% | -41.9% |
| YTD | -30.0% | +5.6% | -35.5% | -31.5% |
| 1Y | -6.6% | +7.8% | -14.5% | -9.0% |
| 3Y | +121.8% | +9.8% | +112.0% | +112.8% |
| 5Y | +92.7% | +18.8% | +73.8% | +81.8% |
| All | +182.0% | +34.9% | +147.1% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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