+5.1%
SLV vs DXCM
+47.0%
-41.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +2.2% |
| 7D | +5.6% | -4.4% | +10.0% | +6.7% |
| 30D | -12.1% | -3.6% | -8.5% | -11.5% |
| 3M | -16.3% | -4.3% | -11.9% | -15.6% |
| 6M | -34.1% | +33.8% | -67.8% | -43.2% |
| YTD | -25.3% | +22.1% | -47.4% | -28.8% |
| All | +5.1% | +47.0% | -41.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling