+239.3%
SLV vs VMC
+320.5%
-81.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +5.1% | +0.5% | +4.6% | +5.0% |
| 30D | -12.9% | +15.8% | -28.7% | -14.8% |
| 3M | -16.1% | +0.6% | -16.7% | -16.2% |
| 6M | -33.2% | -4.0% | -29.1% | -32.9% |
| YTD | -27.2% | -0.3% | -26.9% | -27.5% |
| 1Y | +7.6% | -0.5% | +8.1% | +7.3% |
| 3Y | +122.3% | +39.6% | +82.8% | +109.7% |
| 5Y | +109.7% | +50.1% | +59.7% | +93.8% |
| 10Y | +168.4% | +163.9% | +4.5% | +120.4% |
| All | +239.3% | +320.5% | -81.2% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling