+219.9%
SLV vs DVA
+187.8%
+32.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.8% |
| 30D | -1.6% | 0.0% | -1.6% | -1.6% |
| 3M | -4.4% | -10.9% | +6.5% | -4.1% |
| 6M | -25.4% | +17.3% | -42.7% | -26.5% |
| YTD | -9.8% | +59.8% | -69.6% | -12.9% |
| 1Y | +53.8% | +36.3% | +17.5% | +49.8% |
| 3Y | +174.7% | +88.6% | +86.1% | +160.7% |
| 5Y | +164.3% | +47.5% | +116.8% | +151.6% |
| All | +219.9% | +187.8% | +32.1% | +203.1% |
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