+333.1%
SLV vs DE
+2,273.1%
-1,940.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +10.0% | -10.4% | -2.4% |
| 30D | +6.7% | +13.3% | -6.6% | +3.7% |
| 3M | -10.7% | +17.5% | -28.2% | -14.0% |
| 6M | -20.6% | +13.6% | -34.2% | -23.1% |
| YTD | -7.1% | +49.8% | -56.9% | -15.3% |
| 1Y | +62.0% | +47.9% | +14.1% | +47.7% |
| 3Y | +169.8% | +72.5% | +97.3% | +134.8% |
| 5Y | +161.5% | +90.2% | +71.2% | +118.3% |
| 10Y | +224.4% | +865.4% | -641.0% | +74.8% |
| All | +333.1% | +2,273.1% | -1,940.0% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling