+216.5%
SLV vs DLTR
+45.9%
+170.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | -5.0% | -9.4% | +4.4% | -4.3% |
| 30D | -1.8% | -7.3% | +5.5% | -1.3% |
| 3M | -0.3% | +7.6% | -7.8% | -1.1% |
| 6M | -28.2% | +1.6% | -29.8% | -28.6% |
| YTD | -10.7% | -3.5% | -7.2% | -10.9% |
| 1Y | +53.7% | +20.0% | +33.7% | +50.6% |
| 3Y | +173.7% | +2.3% | +171.4% | +166.8% |
| 5Y | +161.5% | +31.5% | +129.9% | +149.3% |
| All | +216.5% | +45.9% | +170.6% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling