+117.6%
SLV vs DFNS
-100.0%
+217.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.7% | -12.4% | +0.4% |
| 7D | -1.1% | -13.0% | +11.9% | -1.1% |
| 30D | -14.2% | -56.9% | +42.7% | -14.1% |
| 3M | -20.3% | -93.2% | +72.9% | -20.2% |
| 6M | -40.2% | -95.4% | +55.2% | -40.2% |
| YTD | -27.6% | -99.5% | +71.9% | -27.7% |
| 1Y | +0.4% | -99.6% | +100.1% | +0.2% |
| 3Y | +129.4% | -100.0% | +229.3% | +117.1% |
| 5Y | +99.8% | -100.0% | +199.8% | +101.5% |
| All | +117.6% | -100.0% | +217.5% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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