+174.7%
SLV vs EQX
+168.9%
+5.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.3% |
| 7D | -2.8% | -3.2% | +0.4% | -1.3% |
| 30D | -1.6% | +7.8% | -9.4% | -5.1% |
| 3M | -4.4% | +21.3% | -25.8% | -13.1% |
| 6M | -25.4% | -22.4% | -3.0% | -17.6% |
| YTD | -9.8% | -11.3% | +1.5% | -3.1% |
| 1Y | +53.8% | +13.5% | +40.3% | +52.7% |
| 3Y | +174.7% | +162.1% | +12.5% | +102.0% |
| All | +174.7% | +168.9% | +5.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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