+175.9%
SLV vs VLO
+791.1%
-615.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +2.5% |
| 7D | +5.6% | -6.5% | +12.1% | +6.1% |
| 30D | -12.1% | -17.8% | +5.6% | -11.0% |
| 3M | -16.3% | +19.6% | -35.9% | -17.7% |
| 6M | -34.1% | +49.3% | -83.3% | -36.4% |
| YTD | -25.3% | +122.4% | -147.7% | -30.8% |
| 1Y | +9.6% | +107.4% | -97.8% | +2.1% |
| 3Y | +132.7% | +223.1% | -90.4% | +107.5% |
| 5Y | +113.7% | +432.2% | -318.6% | +82.3% |
| 10Y | +175.9% | +743.6% | -567.8% | +120.9% |
| All | +175.9% | +791.1% | -615.2% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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