+66.0%
DIA vs SLV
+166.2%
-100.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.2% | -0.3% | +0.2% | -0.2% |
| 30D | -1.5% | +6.7% | -8.2% | -2.2% |
| 3M | +3.8% | -10.7% | +14.5% | +4.6% |
| 6M | +10.3% | -20.6% | +30.9% | +12.1% |
| YTD | +12.1% | -7.1% | +19.2% | +9.7% |
| 1Y | +18.6% | +62.0% | -43.3% | +7.5% |
| 3Y | +60.6% | +169.8% | -109.2% | +33.9% |
| All | +66.0% | +166.2% | -100.2% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling