+21.9%
DIS vs SLV
+220.6%
-198.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | +3.5% | +6.7% | -3.2% | +2.5% |
| 3M | +6.8% | -10.7% | +17.5% | +8.0% |
| 6M | +3.0% | -20.6% | +23.6% | +5.3% |
| YTD | -6.7% | -7.1% | +0.4% | -8.8% |
| 1Y | -10.1% | +62.0% | -72.1% | -19.9% |
| 3Y | +33.0% | +169.8% | -136.8% | +7.4% |
| 5Y | -40.0% | +161.5% | -201.4% | -52.0% |
| All | +21.9% | +220.6% | -198.7% | -13.4% |
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