+183.2%
SLV vs D
+47.5%
+135.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | -14.2% | +9.0% | -23.2% | -15.4% |
| 3M | -20.3% | +1.0% | -21.3% | -20.5% |
| 6M | -40.2% | +11.0% | -51.2% | -41.4% |
| YTD | -27.6% | +19.8% | -47.4% | -29.9% |
| 1Y | +0.4% | +16.0% | -15.5% | -2.3% |
| 3Y | +129.4% | +74.4% | +55.0% | +107.3% |
| 5Y | +99.8% | +13.5% | +86.2% | +91.6% |
| 10Y | +183.2% | +48.4% | +134.9% | +154.3% |
| All | +183.2% | +47.5% | +135.8% | +154.3% |
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 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