+164.7%
SLV vs DD
+100.9%
+63.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.6% | -3.7% |
| 7D | +3.7% | +2.2% | +1.4% | +3.1% |
| 30D | -15.2% | +20.7% | -35.8% | -18.5% |
| 3M | -21.8% | +11.3% | -33.1% | -23.6% |
| 6M | -36.3% | +6.0% | -42.3% | -37.2% |
| YTD | -27.8% | +31.7% | -59.5% | -31.1% |
| 1Y | +1.5% | +32.2% | -30.7% | -3.1% |
| 3Y | +128.5% | +92.7% | +35.8% | +104.8% |
| 5Y | +103.2% | +72.1% | +31.1% | +81.5% |
| 10Y | +164.7% | +99.7% | +65.0% | +117.5% |
| All | +164.7% | +100.9% | +63.8% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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