+175.8%
SLV vs D
+48.0%
+127.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -5.8% | -1.4% | -4.5% | -5.6% |
| 30D | -12.1% | +7.7% | -19.9% | -13.2% |
| 3M | -24.1% | -0.3% | -23.8% | -24.1% |
| 6M | -44.4% | +10.1% | -54.4% | -45.4% |
| YTD | -31.5% | +19.1% | -50.6% | -33.6% |
| 1Y | -6.9% | +15.9% | -22.8% | -9.5% |
| 3Y | +116.0% | +75.0% | +41.0% | +95.2% |
| 5Y | +88.4% | +13.4% | +75.1% | +80.8% |
| All | +175.8% | +48.0% | +127.8% | +149.7% |
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