+236.5%
SLV vs EIX
+214.2%
+22.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | +3.7% | +1.0% | +2.7% | +3.5% |
| 30D | -15.2% | +8.9% | -24.0% | -16.5% |
| 3M | -21.8% | -9.8% | -12.0% | -21.1% |
| 6M | -36.3% | -10.2% | -26.1% | -35.9% |
| YTD | -27.8% | +5.9% | -33.8% | -29.8% |
| 1Y | +1.5% | +10.9% | -9.4% | -2.1% |
| 3Y | +128.5% | +10.2% | +118.3% | +117.3% |
| 5Y | +103.2% | +17.0% | +86.2% | +89.8% |
| 10Y | +164.7% | +35.1% | +129.6% | +129.7% |
| All | +236.5% | +214.2% | +22.4% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling