+218.9%
SLV vs VSH
+170.2%
+48.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | +2.5% | +6.2% | -3.7% | +1.5% |
| 30D | +3.3% | -11.1% | +14.4% | +4.9% |
| 3M | -3.6% | -44.9% | +41.3% | +4.3% |
| 6M | -21.8% | +90.0% | -111.8% | -30.2% |
| YTD | -7.8% | +118.8% | -126.6% | -19.4% |
| 1Y | +58.3% | +109.0% | -50.7% | +38.8% |
| 3Y | +182.6% | +35.6% | +146.9% | +157.4% |
| 5Y | +167.8% | +66.7% | +101.1% | +134.4% |
| 10Y | +218.9% | +167.9% | +50.9% | +161.8% |
| All | +218.9% | +170.2% | +48.6% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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