+224.7%
SLV vs VIG
+655.8%
-431.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.1% | -0.3% | -0.7% | -1.0% |
| 30D | -14.2% | +4.9% | -19.1% | -15.8% |
| 3M | -20.3% | +2.9% | -23.3% | -21.2% |
| 6M | -40.2% | +11.2% | -51.4% | -42.5% |
| YTD | -27.6% | +16.0% | -43.6% | -31.3% |
| 1Y | +0.4% | +17.0% | -16.5% | -5.0% |
| 3Y | +129.4% | +66.9% | +62.5% | +90.5% |
| 5Y | +99.8% | +65.8% | +34.0% | +65.2% |
| 10Y | +183.2% | +263.6% | -80.4% | +74.6% |
| All | +224.7% | +655.8% | -431.1% | +25.5% |
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 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