+175.8%
SLV vs DLTR
+76.3%
+99.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.0% |
| 7D | -5.8% | +5.3% | -11.1% | -6.2% |
| 30D | -12.1% | +13.4% | -25.5% | -13.0% |
| 3M | -24.1% | +6.6% | -30.7% | -24.6% |
| 6M | -44.4% | +59.1% | -103.5% | -46.8% |
| YTD | -31.5% | +12.3% | -43.7% | -32.5% |
| 1Y | -6.9% | +33.9% | -40.8% | -9.6% |
| 3Y | +116.0% | +23.0% | +93.0% | +107.5% |
| 5Y | +88.4% | +22.1% | +66.3% | +80.3% |
| All | +175.8% | +76.3% | +99.6% | +156.0% |
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