+235.1%
SLV vs EMB
+126.0%
+109.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +5.1% | -0.1% | +5.2% | +5.2% |
| 30D | -12.9% | +1.3% | -14.2% | -13.7% |
| 3M | -16.1% | -2.7% | -13.4% | -14.3% |
| 6M | -33.2% | -2.8% | -30.3% | -31.6% |
| YTD | -27.2% | -1.1% | -26.1% | -26.2% |
| 1Y | +7.6% | 0.0% | +7.6% | +8.4% |
| 3Y | +122.3% | +28.8% | +93.6% | +88.2% |
| 5Y | +109.7% | +6.0% | +103.7% | +100.8% |
| 10Y | +168.4% | +29.1% | +139.3% | +127.2% |
| All | +235.1% | +126.0% | +109.2% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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