+218.9%
SLV vs EMR
+268.7%
-49.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +2.5% | +3.1% | -0.6% | +1.9% |
| 30D | +3.3% | -3.5% | +6.8% | +4.0% |
| 3M | -3.6% | +9.8% | -13.4% | -5.5% |
| 6M | -21.8% | +10.8% | -32.6% | -23.5% |
| YTD | -7.8% | +15.9% | -23.8% | -9.9% |
| 1Y | +58.3% | +16.4% | +41.8% | +54.5% |
| 3Y | +182.6% | +62.1% | +120.5% | +160.2% |
| 5Y | +167.8% | +62.9% | +104.9% | +143.9% |
| 10Y | +218.9% | +267.8% | -48.9% | +154.6% |
| All | +218.9% | +268.7% | -49.8% | +154.6% |
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