+284.0%
SLV vs DBX
+20.1%
+263.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.0% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | +6.7% | -0.5% | +7.2% | +6.7% |
| 3M | -10.7% | +28.1% | -38.7% | -12.2% |
| 6M | -20.6% | +33.1% | -53.7% | -22.4% |
| YTD | -7.1% | +25.3% | -32.4% | -8.8% |
| 1Y | +62.0% | +18.3% | +43.6% | +59.5% |
| 3Y | +169.8% | +25.0% | +144.8% | +161.9% |
| 5Y | +161.5% | +7.5% | +153.9% | +153.5% |
| All | +284.0% | +20.1% | +263.9% | +259.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling