+317.0%
SLV vs EQX
+244.1%
+72.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.7% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | +2.2% | +11.1% | -8.9% | -1.7% |
| 3M | +2.9% | +23.1% | -20.2% | -4.9% |
| 6M | -22.4% | -21.8% | -0.6% | -16.1% |
| YTD | -5.7% | -8.1% | +2.4% | -1.5% |
| 1Y | +63.3% | +29.7% | +33.6% | +53.4% |
| 3Y | +189.0% | +179.9% | +9.1% | +104.0% |
| 5Y | +172.7% | +82.5% | +90.1% | +101.9% |
| All | +317.0% | +244.1% | +72.9% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling