+236.5%
SLV vs VLO
+969.5%
-733.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.8% | -3.2% |
| 7D | +3.7% | -9.5% | +13.2% | +5.1% |
| 30D | -15.2% | -19.1% | +4.0% | -12.8% |
| 3M | -21.8% | +11.4% | -33.1% | -23.4% |
| 6M | -36.3% | +46.7% | -83.1% | -40.4% |
| YTD | -27.8% | +118.6% | -146.5% | -36.9% |
| 1Y | +1.5% | +99.9% | -98.4% | -10.0% |
| 3Y | +128.5% | +210.5% | -82.0% | +86.6% |
| 5Y | +103.2% | +432.7% | -329.4% | +48.9% |
| 10Y | +164.7% | +717.1% | -552.4% | +65.5% |
| All | +236.5% | +969.5% | -733.0% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling