+103.2%
SLV vs DBX
+14.3%
+88.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.9% | -3.4% |
| 7D | +3.7% | -7.3% | +11.0% | +4.1% |
| 30D | -15.2% | -5.7% | -9.4% | -14.9% |
| 3M | -21.8% | -6.3% | -15.4% | -21.6% |
| 6M | -36.3% | +12.1% | -48.4% | -37.0% |
| YTD | -27.8% | +16.5% | -44.4% | -29.0% |
| 1Y | +1.5% | +6.1% | -4.5% | +0.8% |
| 3Y | +128.5% | +21.8% | +106.8% | +118.8% |
| 5Y | +103.2% | +19.1% | +84.1% | +95.3% |
| All | +103.2% | +14.3% | +88.9% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling