+219.9%
SLV vs DGX
+255.3%
-35.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -2.8% | -0.9% | -1.9% | -2.7% |
| 30D | -1.6% | -1.2% | -0.4% | -1.4% |
| 3M | -4.4% | +15.8% | -20.2% | -6.0% |
| 6M | -25.4% | +18.2% | -43.6% | -26.9% |
| YTD | -9.8% | +37.2% | -47.0% | -13.3% |
| 1Y | +53.8% | +30.4% | +23.4% | +48.6% |
| 3Y | +174.7% | +96.7% | +78.0% | +149.6% |
| 5Y | +164.3% | +67.2% | +97.1% | +143.7% |
| All | +219.9% | +255.3% | -35.5% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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