+237.7%
SLV vs DE
+2,272.7%
-2,034.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.1% | +2.3% | -3.3% | -1.5% |
| 30D | -14.2% | +9.3% | -23.5% | -15.9% |
| 3M | -20.3% | +12.2% | -32.5% | -22.5% |
| 6M | -40.2% | +18.1% | -58.3% | -42.6% |
| YTD | -27.6% | +49.8% | -77.3% | -34.1% |
| 1Y | +0.4% | +46.4% | -46.0% | -8.3% |
| 3Y | +129.4% | +92.5% | +36.8% | +94.7% |
| 5Y | +99.8% | +107.4% | -7.6% | +63.6% |
| 10Y | +183.2% | +784.1% | -600.8% | +55.8% |
| All | +237.7% | +2,272.7% | -2,034.9% | +17.5% |
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