+219.5%
SLV vs DTE
+791.1%
-571.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -5.8% | +3.4% | -9.3% | -6.6% |
| 30D | -12.1% | +8.9% | -21.0% | -13.8% |
| 3M | -24.1% | +1.1% | -25.2% | -24.4% |
| 6M | -44.4% | +0.1% | -44.5% | -44.6% |
| YTD | -31.5% | +11.1% | -42.5% | -33.4% |
| 1Y | -6.9% | +4.9% | -11.9% | -8.3% |
| 3Y | +116.0% | +58.6% | +57.4% | +92.5% |
| 5Y | +88.4% | +47.3% | +41.2% | +70.2% |
| 10Y | +167.9% | +151.3% | +16.6% | +109.1% |
| All | +219.5% | +791.1% | -571.6% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling