+239.8%
SLV vs D
+332.6%
-92.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.7% | +6.9% | -7.7% | -2.1% |
| 30D | -15.4% | +12.3% | -27.7% | -17.5% |
| 3M | -16.3% | +3.0% | -19.3% | -16.9% |
| 6M | -28.8% | +12.8% | -41.6% | -30.8% |
| YTD | -27.1% | +22.6% | -49.7% | -30.4% |
| 1Y | +7.5% | +21.7% | -14.1% | +2.8% |
| 3Y | +121.2% | +83.9% | +37.2% | +91.7% |
| 5Y | +110.0% | +14.0% | +96.0% | +99.9% |
| 10Y | +168.8% | +45.6% | +123.2% | +133.8% |
| All | +239.8% | +332.6% | -92.9% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling