+219.5%
SLV vs DVA
+516.5%
-297.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -5.8% | -8.8% | +2.9% | -5.0% |
| 30D | -12.1% | -3.4% | -8.7% | -11.9% |
| 3M | -24.1% | -2.6% | -21.6% | -24.1% |
| 6M | -44.4% | -11.9% | -32.5% | -44.0% |
| YTD | -31.5% | +53.6% | -85.1% | -35.5% |
| 1Y | -6.9% | +41.9% | -48.8% | -11.6% |
| 3Y | +116.0% | +97.5% | +18.5% | +95.4% |
| 5Y | +88.4% | +65.0% | +23.5% | +70.5% |
| 10Y | +167.9% | +193.2% | -25.3% | +115.9% |
| All | +219.5% | +516.5% | -297.0% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling