+115.3%
SLV vs VEEV
+693.5%
-578.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -5.8% | -0.7% | -5.1% | -5.8% |
| 30D | -12.1% | +1.4% | -13.5% | -12.2% |
| 3M | -24.1% | +19.4% | -43.5% | -25.1% |
| 6M | -44.4% | +93.6% | -138.0% | -47.0% |
| YTD | -31.5% | +35.1% | -66.6% | -33.2% |
| 1Y | -6.9% | +3.4% | -10.3% | -7.5% |
| 3Y | +116.0% | +81.4% | +34.6% | +104.4% |
| 5Y | +88.4% | -5.1% | +93.5% | +83.5% |
| 10Y | +167.9% | +661.2% | -493.3% | +147.0% |
| All | +115.3% | +693.5% | -578.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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