+187.0%
SLV vs EOSE
+49.8%
+137.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +2.5% |
| 7D | +2.8% | +15.0% | -12.2% | +1.7% |
| 30D | +2.2% | +2.5% | -0.3% | +1.7% |
| 3M | +2.9% | -33.7% | +36.6% | +4.9% |
| 6M | -22.4% | -32.7% | +10.3% | -21.4% |
| YTD | -5.7% | -63.8% | +58.0% | -1.6% |
| 1Y | +63.3% | -40.5% | +103.9% | +65.7% |
| All | +187.0% | +49.8% | +137.1% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling