+182.0%
SLV vs DVA
+192.4%
-10.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.9% | -3.0% |
| 7D | -3.9% | -10.7% | +6.8% | -3.3% |
| 30D | -15.6% | -4.4% | -11.2% | -15.5% |
| 3M | -23.6% | -4.1% | -19.5% | -23.5% |
| 6M | -42.6% | -13.2% | -29.4% | -42.4% |
| YTD | -30.0% | +53.2% | -83.2% | -32.3% |
| 1Y | -6.6% | +40.8% | -47.5% | -9.3% |
| 3Y | +121.8% | +109.7% | +12.1% | +109.5% |
| 5Y | +92.7% | +64.5% | +28.1% | +82.4% |
| All | +182.0% | +192.4% | -10.4% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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