+251.0%
DIA vs SLV
+228.4%
+22.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.0% |
| 7D | -1.2% | +2.8% | -4.0% | -1.6% |
| 30D | -2.7% | +2.2% | -4.9% | -3.0% |
| 3M | +3.3% | +2.9% | +0.4% | +2.7% |
| 6M | +10.4% | -22.4% | +32.8% | +13.0% |
| YTD | +10.0% | -5.7% | +15.7% | +7.6% |
| 1Y | +16.2% | +63.3% | -47.1% | +4.5% |
| 3Y | +58.7% | +189.0% | -130.3% | +29.5% |
| 5Y | +63.6% | +172.7% | -109.1% | +32.9% |
| 10Y | +251.0% | +235.3% | +15.8% | +155.4% |
| All | +251.0% | +228.4% | +22.6% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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