+182.0%
SLV vs VIG
+262.6%
-80.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -3.9% | +3.1% | -6.9% | -5.1% |
| 30D | -15.6% | +5.0% | -20.7% | -17.4% |
| 3M | -23.6% | +2.7% | -26.3% | -24.5% |
| 6M | -42.6% | +11.0% | -53.5% | -44.9% |
| YTD | -30.0% | +16.0% | -45.9% | -33.8% |
| 1Y | -6.6% | +16.3% | -22.9% | -11.7% |
| 3Y | +121.8% | +66.8% | +55.0% | +84.6% |
| 5Y | +92.7% | +64.8% | +27.9% | +59.6% |
| All | +182.0% | +262.6% | -80.6% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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