+169.9%
SIVR vs VT
+217.6%
-47.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.2% |
| 7D | +3.7% | -0.1% | +3.9% | +3.8% |
| 30D | -15.1% | -3.1% | -12.0% | -13.4% |
| 3M | -21.7% | -3.5% | -18.2% | -19.8% |
| 6M | -36.3% | +0.5% | -36.7% | -36.0% |
| YTD | -27.7% | +10.8% | -38.5% | -30.4% |
| 1Y | +1.7% | +11.9% | -10.2% | -2.5% |
| 3Y | +129.9% | +73.0% | +56.9% | +80.9% |
| 5Y | +105.5% | +58.6% | +46.9% | +65.3% |
| 10Y | +169.9% | +219.2% | -49.3% | +50.3% |
| All | +169.9% | +217.6% | -47.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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