+216.5%
SLV vs DTE
+141.0%
+75.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.0% |
| 7D | -5.0% | -2.0% | -3.0% | -4.6% |
| 30D | -1.8% | -2.4% | +0.6% | -1.3% |
| 3M | -0.3% | -7.3% | +7.0% | +1.3% |
| 6M | -28.2% | -7.6% | -20.6% | -27.1% |
| YTD | -10.7% | +5.8% | -16.6% | -12.3% |
| 1Y | +53.7% | +2.3% | +51.4% | +52.2% |
| 3Y | +173.7% | +45.0% | +128.7% | +148.0% |
| 5Y | +161.5% | +33.2% | +128.3% | +141.2% |
| All | +216.5% | +141.0% | +75.5% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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