+235.1%
SLV vs VIG
+648.1%
-413.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | +5.6% | +0.4% | +5.2% | +5.5% |
| 30D | -12.1% | +4.3% | -16.4% | -13.6% |
| 3M | -16.3% | +2.0% | -18.3% | -16.9% |
| 6M | -34.1% | +10.2% | -44.3% | -36.4% |
| YTD | -25.3% | +14.8% | -40.1% | -28.8% |
| 1Y | +9.6% | +17.5% | -7.9% | +3.6% |
| 3Y | +132.7% | +67.4% | +65.3% | +93.1% |
| 5Y | +113.7% | +63.4% | +50.3% | +77.7% |
| 10Y | +175.9% | +259.9% | -84.0% | +70.7% |
| All | +235.1% | +648.1% | -413.0% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling