+287.0%
SLV vs DT
+97.2%
+189.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.4% |
| 7D | +2.5% | -4.9% | +7.4% | +3.0% |
| 30D | +3.3% | +2.7% | +0.6% | +2.9% |
| 3M | -3.6% | +20.0% | -23.6% | -5.5% |
| 6M | -21.8% | +28.0% | -49.8% | -24.2% |
| YTD | -7.8% | +16.0% | -23.9% | -9.9% |
| 1Y | +58.3% | +0.7% | +57.6% | +57.1% |
| 3Y | +182.6% | +6.2% | +176.4% | +175.3% |
| 5Y | +167.8% | -28.1% | +195.9% | +167.8% |
| All | +287.0% | +97.2% | +189.8% | +214.7% |
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