+316.4%
SLV vs VIG
+623.5%
-307.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +6.7% | -1.0% | +7.7% | +7.1% |
| 3M | -10.7% | +2.8% | -13.5% | -11.5% |
| 6M | -20.6% | +8.2% | -28.8% | -22.8% |
| YTD | -7.1% | +11.0% | -18.2% | -10.4% |
| 1Y | +62.0% | +16.1% | +45.8% | +53.8% |
| 3Y | +169.8% | +56.2% | +113.7% | +129.6% |
| 5Y | +161.5% | +63.0% | +98.5% | +117.8% |
| 10Y | +224.4% | +241.4% | -17.0% | +104.8% |
| All | +316.4% | +623.5% | -307.1% | +63.7% |
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