+58.1%
SLV vs VG
-44.6%
+102.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -5.8% | +14.0% | -19.8% | -5.6% |
| 30D | -12.1% | -1.0% | -11.1% | -12.1% |
| 3M | -24.1% | -2.7% | -21.4% | -24.1% |
| 6M | -44.4% | +1.5% | -45.9% | -44.4% |
| YTD | -31.5% | +93.7% | -125.2% | -34.6% |
| 1Y | -6.9% | +68.5% | -75.5% | -10.6% |
| All | +58.1% | -44.6% | +102.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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