+175.8%
SLV vs EME
+905.2%
-729.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -5.8% | +8.4% | -14.2% | -7.0% |
| 30D | -12.1% | -11.5% | -0.6% | -10.8% |
| 3M | -24.1% | -20.6% | -3.5% | -21.7% |
| 6M | -44.4% | -28.5% | -15.9% | -42.0% |
| YTD | -31.5% | +8.0% | -39.5% | -32.2% |
| 1Y | -6.9% | +6.8% | -13.7% | -7.8% |
| 3Y | +116.0% | +213.9% | -97.9% | +83.3% |
| 5Y | +88.4% | +414.8% | -326.4% | +48.3% |
| All | +175.8% | +905.2% | -729.3% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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