+96.9%
SLV vs EOSE
-81.0%
+177.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.5% |
| 7D | -5.8% | +9.8% | -15.6% | -6.4% |
| 30D | -12.1% | -2.1% | -10.1% | -12.3% |
| 3M | -24.1% | -54.1% | +30.0% | -21.5% |
| 6M | -44.4% | -76.9% | +32.5% | -40.8% |
| YTD | -31.5% | -83.3% | +51.8% | -26.7% |
| 1Y | -6.9% | -87.4% | +80.5% | +0.4% |
| 3Y | +116.0% | +61.9% | +54.1% | +104.7% |
| 5Y | +88.4% | -82.1% | +170.5% | +83.0% |
| All | +96.9% | -81.0% | +177.9% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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