+164.7%
SLV vs DAL
+128.3%
+36.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.5% |
| 7D | +3.7% | +10.7% | -7.1% | +2.6% |
| 30D | -15.2% | +12.5% | -27.7% | -16.2% |
| 3M | -21.8% | +3.6% | -25.4% | -22.1% |
| 6M | -36.3% | +26.7% | -63.1% | -38.0% |
| YTD | -27.8% | +34.3% | -62.1% | -30.2% |
| 1Y | +1.5% | +59.1% | -57.6% | -3.2% |
| 3Y | +128.5% | +179.9% | -51.3% | +104.7% |
| 5Y | +103.2% | +119.1% | -15.9% | +83.3% |
| 10Y | +164.7% | +125.6% | +39.1% | +130.2% |
| All | +164.7% | +128.3% | +36.4% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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