+203.0%
SLV vs DT
+70.5%
+132.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.4% | -3.3% |
| 7D | +3.7% | -7.5% | +11.2% | +4.5% |
| 30D | -15.2% | -31.5% | +16.4% | -11.8% |
| 3M | -21.8% | -14.0% | -7.8% | -20.6% |
| 6M | -36.3% | +6.9% | -43.2% | -37.0% |
| YTD | -27.8% | +0.3% | -28.2% | -28.4% |
| 1Y | +1.5% | -6.9% | +8.4% | +1.5% |
| 3Y | +128.5% | -13.9% | +142.4% | +128.1% |
| 5Y | +103.2% | -39.9% | +143.2% | +107.9% |
| All | +203.0% | +70.5% | +132.4% | +149.9% |
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