+62.0%
SLV vs DLTR
+29.2%
+32.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | +6.7% | +2.1% | +4.6% | +6.4% |
| 3M | -10.7% | +20.3% | -31.0% | -12.9% |
| 6M | -20.6% | +11.5% | -32.1% | -21.0% |
| YTD | -7.1% | +6.8% | -14.0% | -7.5% |
| 1Y | +62.0% | +31.1% | +30.9% | +57.7% |
| All | +62.0% | +29.2% | +32.7% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling