+171.1%
SLV vs D
+42.6%
+128.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +5.1% | +3.0% | +2.1% | +4.6% |
| 30D | -12.9% | +11.5% | -24.4% | -14.5% |
| 3M | -16.1% | +3.7% | -19.8% | -16.6% |
| 6M | -33.2% | +13.5% | -46.7% | -34.8% |
| YTD | -27.2% | +20.7% | -48.0% | -29.6% |
| 1Y | +7.6% | +18.2% | -10.6% | +4.4% |
| 3Y | +122.3% | +73.3% | +49.0% | +101.2% |
| 5Y | +109.7% | +12.3% | +97.4% | +101.3% |
| All | +171.1% | +42.6% | +128.5% | +152.6% |
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