+175.8%
SLV vs DE
+762.0%
-586.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | -12.1% | +3.6% | -15.7% | -12.6% |
| 3M | -24.1% | +10.2% | -34.4% | -25.4% |
| 6M | -44.4% | +16.6% | -61.0% | -45.9% |
| YTD | -31.5% | +45.8% | -77.3% | -35.5% |
| 1Y | -6.9% | +43.9% | -50.8% | -12.3% |
| 3Y | +116.0% | +89.6% | +26.4% | +93.6% |
| 5Y | +88.4% | +100.3% | -11.9% | +65.6% |
| All | +175.8% | +762.0% | -586.2% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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