+187.7%
SLV vs DT
+75.7%
+112.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | +3.1% | -9.0% | -6.2% |
| 30D | -12.1% | -29.5% | +17.4% | -8.9% |
| 3M | -24.1% | -11.7% | -12.4% | -23.2% |
| 6M | -44.4% | +29.0% | -73.4% | -46.0% |
| YTD | -31.5% | +3.4% | -34.9% | -32.3% |
| 1Y | -6.9% | -4.2% | -2.7% | -7.2% |
| 3Y | +116.0% | -12.8% | +128.8% | +115.4% |
| 5Y | +88.4% | -39.6% | +128.0% | +92.8% |
| All | +187.7% | +75.7% | +112.0% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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