+235.3%
SLV vs VMC
+146.8%
+88.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.3% | +5.5% | +2.7% |
| 7D | +2.8% | -5.3% | +8.1% | +3.5% |
| 30D | +2.2% | -12.3% | +14.5% | +3.9% |
| 3M | +2.9% | -10.3% | +13.2% | +4.2% |
| 6M | -22.4% | -8.6% | -13.9% | -21.6% |
| YTD | -5.7% | -11.9% | +6.1% | -4.4% |
| 1Y | +63.3% | -13.9% | +77.2% | +65.9% |
| 3Y | +189.0% | +18.2% | +170.8% | +181.1% |
| 5Y | +172.7% | +47.7% | +124.9% | +156.6% |
| 10Y | +235.3% | +152.5% | +82.8% | +192.7% |
| All | +235.3% | +146.8% | +88.5% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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