+214.0%
SLV vs DECK
+718.3%
-504.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | +6.7% | -13.6% | +20.3% | +7.7% |
| 3M | -10.7% | -21.2% | +10.6% | -9.4% |
| 6M | -20.6% | -21.1% | +0.5% | -19.5% |
| YTD | -7.1% | -17.2% | +10.1% | -6.6% |
| 1Y | +62.0% | -30.7% | +92.7% | +65.2% |
| 3Y | +169.8% | -3.4% | +173.2% | +160.8% |
| 5Y | +161.5% | +25.5% | +135.9% | +143.4% |
| All | +214.0% | +718.3% | -504.3% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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