+235.3%
SLV vs EIX
+19.9%
+215.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.2% | +5.5% | +2.7% |
| 7D | +2.8% | +4.1% | -1.3% | +2.1% |
| 30D | +2.2% | -15.3% | +17.5% | +4.0% |
| 3M | +2.9% | -18.4% | +21.3% | +5.2% |
| 6M | -22.4% | -16.8% | -5.6% | -21.0% |
| YTD | -5.7% | -0.6% | -5.2% | -7.0% |
| 1Y | +63.3% | +10.7% | +52.7% | +58.0% |
| 3Y | +189.0% | -4.5% | +193.5% | +183.4% |
| 5Y | +172.7% | +24.0% | +148.6% | +155.9% |
| 10Y | +235.3% | +22.9% | +212.4% | +195.2% |
| All | +235.3% | +19.9% | +215.3% | +195.2% |
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