+114.4%
SLV vs DECK
+31.2%
+83.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.0% | -0.8% | +5.0% |
| 7D | -3.9% | +10.4% | -14.2% | -4.1% |
| 30D | -14.5% | +11.1% | -25.6% | -14.6% |
| 3M | -12.4% | -10.8% | -1.6% | -12.3% |
| 6M | -28.5% | -8.7% | -19.7% | -28.4% |
| YTD | -26.8% | -14.0% | -12.7% | -26.4% |
| 1Y | +10.3% | +12.0% | -1.7% | +9.2% |
| 3Y | +122.2% | -10.5% | +132.7% | +121.4% |
| 5Y | +114.4% | +28.5% | +85.9% | +112.1% |
| All | +114.4% | +31.2% | +83.1% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling