+329.8%
SLV vs VNQ
+242.0%
+87.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | +3.3% | -2.5% | +5.8% | +3.7% |
| 3M | -3.6% | +1.4% | -5.0% | -3.9% |
| 6M | -21.8% | +4.6% | -26.4% | -22.4% |
| YTD | -7.8% | +10.5% | -18.4% | -9.5% |
| 1Y | +58.3% | +8.4% | +49.9% | +56.0% |
| 3Y | +182.6% | +32.4% | +150.2% | +168.5% |
| 5Y | +167.8% | +5.5% | +162.3% | +162.9% |
| 10Y | +218.9% | +59.1% | +159.8% | +191.4% |
| All | +329.8% | +242.0% | +87.9% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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