+175.9%
SLV vs D
+42.1%
+133.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +5.6% | +0.8% | +4.9% | +5.5% |
| 30D | -12.1% | +10.7% | -22.8% | -13.6% |
| 3M | -16.3% | +2.3% | -18.6% | -16.7% |
| 6M | -34.1% | +12.5% | -46.6% | -35.5% |
| YTD | -25.3% | +20.1% | -45.4% | -27.7% |
| 1Y | +9.6% | +15.6% | -5.9% | +6.7% |
| 3Y | +132.7% | +75.2% | +57.5% | +110.2% |
| 5Y | +113.7% | +14.6% | +99.1% | +104.7% |
| 10Y | +175.9% | +43.8% | +132.1% | +153.7% |
| All | +175.9% | +42.1% | +133.7% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling