+333.1%
SLV vs D
+309.0%
+24.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | +6.7% | -3.6% | +10.2% | +7.5% |
| 3M | -10.7% | -1.0% | -9.7% | -10.7% |
| 6M | -20.6% | +6.3% | -26.9% | -21.8% |
| YTD | -7.1% | +14.7% | -21.8% | -9.9% |
| 1Y | +62.0% | +16.9% | +45.0% | +56.3% |
| 3Y | +169.8% | +56.8% | +113.0% | +141.9% |
| 5Y | +161.5% | +5.2% | +156.3% | +153.2% |
| 10Y | +224.4% | +35.9% | +188.5% | +186.9% |
| All | +333.1% | +309.0% | +24.1% | +138.4% |
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