+175.9%
SLV vs EIX
+30.9%
+144.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.5% |
| 7D | +5.6% | +0.7% | +4.9% | +5.5% |
| 30D | -12.1% | +8.8% | -20.9% | -13.2% |
| 3M | -16.3% | -10.9% | -5.4% | -15.5% |
| 6M | -34.1% | -10.3% | -23.8% | -33.7% |
| YTD | -25.3% | +5.8% | -31.1% | -26.9% |
| 1Y | +9.6% | +11.4% | -1.8% | +6.2% |
| 3Y | +132.7% | +11.1% | +121.6% | +122.8% |
| 5Y | +113.7% | +18.5% | +95.2% | +101.7% |
| 10Y | +175.9% | +32.2% | +143.6% | +143.3% |
| All | +175.9% | +30.9% | +144.9% | +143.3% |
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