+175.9%
SLV vs EMR
+319.4%
-143.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.8% |
| 7D | +5.6% | +2.1% | +3.5% | +5.2% |
| 30D | -12.1% | +4.8% | -16.9% | -13.0% |
| 3M | -16.3% | +7.5% | -23.8% | -17.5% |
| 6M | -34.1% | +20.9% | -54.9% | -36.6% |
| YTD | -25.3% | +29.2% | -54.4% | -28.5% |
| 1Y | +9.6% | +33.0% | -23.4% | +4.4% |
| 3Y | +132.7% | +109.8% | +22.9% | +105.6% |
| 5Y | +113.7% | +91.9% | +21.7% | +89.5% |
| 10Y | +175.9% | +301.5% | -125.6% | +121.3% |
| All | +175.9% | +319.4% | -143.5% | +121.3% |
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