+329.8%
SLV vs DGX
+487.6%
-157.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +3.3% | -1.2% | +4.4% | +3.5% |
| 3M | -3.6% | +19.9% | -23.5% | -6.3% |
| 6M | -21.8% | +19.2% | -41.0% | -24.0% |
| YTD | -7.8% | +37.5% | -45.3% | -12.5% |
| 1Y | +58.3% | +31.3% | +27.0% | +51.2% |
| 3Y | +182.6% | +96.6% | +86.0% | +151.6% |
| 5Y | +167.8% | +64.3% | +103.5% | +143.5% |
| 10Y | +218.9% | +241.1% | -22.3% | +151.9% |
| All | +329.8% | +487.6% | -157.8% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling