+333.1%
SLV vs D
+309.0%
+24.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | +6.7% | -2.6% | +9.3% | +7.2% |
| 3M | -10.7% | 0.0% | -10.7% | -10.8% |
| 6M | -20.6% | +7.4% | -28.0% | -22.0% |
| YTD | -7.1% | +15.9% | -23.0% | -10.1% |
| 1Y | +62.0% | +18.1% | +43.9% | +56.0% |
| 3Y | +169.8% | +58.4% | +111.4% | +141.4% |
| 5Y | +161.5% | +5.2% | +156.3% | +153.2% |
| 10Y | +224.4% | +35.9% | +188.5% | +186.9% |
| All | +333.1% | +309.0% | +24.1% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling