+216.5%
SLV vs LVS
-0.5%
+217.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -5.1% |
| 7D | -5.0% | -4.3% | -0.7% | -4.6% |
| 30D | -1.8% | -6.8% | +5.0% | -1.1% |
| 3M | -0.3% | -15.6% | +15.3% | +1.3% |
| 6M | -28.2% | -20.6% | -7.6% | -26.6% |
| YTD | -10.7% | -33.4% | +22.7% | -7.4% |
| 1Y | +53.7% | -20.1% | +73.8% | +56.4% |
| 3Y | +173.7% | -7.4% | +181.1% | +171.7% |
| 5Y | +161.5% | +8.5% | +153.0% | +151.9% |
| All | +216.5% | -0.5% | +217.0% | +192.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling