+175.8%
SLV vs EMR
+279.2%
-103.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | +2.8% | -8.7% | -6.4% |
| 30D | -12.1% | +3.7% | -15.8% | -12.8% |
| 3M | -24.1% | +2.0% | -26.2% | -24.4% |
| 6M | -44.4% | +22.1% | -66.5% | -46.6% |
| YTD | -31.5% | +27.2% | -58.7% | -34.3% |
| 1Y | -6.9% | +32.0% | -39.0% | -11.2% |
| 3Y | +116.0% | +103.3% | +12.7% | +92.1% |
| 5Y | +88.4% | +88.2% | +0.2% | +67.8% |
| All | +175.8% | +279.2% | -103.4% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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