+216.5%
SLV vs DKS
+199.2%
+17.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.3% |
| 7D | -5.0% | -4.7% | -0.3% | -4.7% |
| 30D | -1.8% | -35.1% | +33.3% | +1.0% |
| 3M | -0.3% | -37.7% | +37.4% | +2.9% |
| 6M | -28.2% | -30.7% | +2.5% | -26.5% |
| YTD | -10.7% | -31.9% | +21.2% | -8.6% |
| 1Y | +53.7% | -40.0% | +93.7% | +58.7% |
| 3Y | +173.7% | +28.4% | +145.3% | +164.7% |
| 5Y | +161.5% | +12.4% | +149.1% | +151.0% |
| All | +216.5% | +199.2% | +17.2% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DKS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling