+333.1%
SLV vs DVA
+549.8%
-216.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.3% | +1.8% | -2.2% | -0.5% |
| 30D | +6.7% | -2.5% | +9.2% | +6.9% |
| 3M | -10.7% | -4.3% | -6.4% | -10.7% |
| 6M | -20.6% | +18.9% | -39.5% | -22.6% |
| YTD | -7.1% | +61.9% | -69.1% | -12.9% |
| 1Y | +62.0% | +35.7% | +26.3% | +54.7% |
| 3Y | +169.8% | +78.6% | +91.2% | +146.6% |
| 5Y | +161.5% | +39.2% | +122.2% | +142.3% |
| 10Y | +224.4% | +184.0% | +40.4% | +164.4% |
| All | +333.1% | +549.8% | -216.7% | +154.3% |
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