+164.7%
SLV vs VMC
+136.9%
+27.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | +3.7% | +1.1% | +2.5% | +3.5% |
| 30D | -15.2% | +17.7% | -32.8% | -17.0% |
| 3M | -21.8% | +1.1% | -22.8% | -22.0% |
| 6M | -36.3% | +1.8% | -38.2% | -36.6% |
| YTD | -27.8% | +1.5% | -29.3% | -28.2% |
| 1Y | +1.5% | -1.1% | +2.6% | +1.3% |
| 3Y | +128.5% | +38.8% | +89.7% | +117.6% |
| 5Y | +103.2% | +49.6% | +53.7% | +90.1% |
| 10Y | +164.7% | +130.6% | +34.1% | +130.4% |
| All | +164.7% | +136.9% | +27.8% | +130.4% |
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