+166.9%
SLV vs EOSE
-61.3%
+228.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.9% | -12.1% | -1.8% |
| 7D | -0.3% | +19.0% | -19.4% | -1.3% |
| 30D | +6.7% | +1.6% | +5.1% | +6.4% |
| 3M | -10.7% | -52.0% | +41.3% | -7.9% |
| 6M | -20.6% | -42.5% | +21.9% | -19.3% |
| YTD | -7.1% | -66.1% | +59.0% | -3.8% |
| 1Y | +62.0% | -47.1% | +109.1% | +63.9% |
| 3Y | +169.8% | +0.8% | +169.0% | +156.3% |
| 5Y | +161.5% | -71.7% | +233.1% | +147.8% |
| All | +166.9% | -61.3% | +228.3% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling