+113.7%
SLV vs DD
+71.8%
+41.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.9% | -3.2% | +0.8% |
| 7D | +5.6% | +9.8% | -4.2% | +2.2% |
| 30D | -12.1% | +19.3% | -31.5% | -17.4% |
| 3M | -16.3% | +9.4% | -25.7% | -19.0% |
| 6M | -34.1% | +4.8% | -38.9% | -35.2% |
| YTD | -25.3% | +30.2% | -55.5% | -30.3% |
| 1Y | +9.6% | +32.2% | -22.6% | +2.0% |
| 3Y | +132.7% | +93.1% | +39.6% | +97.0% |
| 5Y | +113.7% | +68.0% | +45.7% | +68.7% |
| All | +113.7% | +71.8% | +41.9% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling