+122.3%
SLV vs DT
-9.2%
+131.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +5.1% | -24.7% | +29.8% | +6.2% |
| 30D | -12.9% | -27.4% | +14.5% | -11.8% |
| 3M | -16.1% | -11.1% | -5.0% | -15.3% |
| 6M | -33.2% | +13.7% | -46.9% | -32.5% |
| YTD | -27.2% | +0.2% | -27.5% | -26.2% |
| 1Y | +7.6% | -5.7% | +13.3% | +9.6% |
| 3Y | +122.3% | -8.1% | +130.5% | +127.5% |
| All | +122.3% | -9.2% | +131.6% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling