+182.0%
SLV vs VSH
+124.9%
+57.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.6% | +1.4% | -2.6% |
| 7D | -3.9% | +26.2% | -30.1% | -7.4% |
| 30D | -15.6% | -12.5% | -3.1% | -14.4% |
| 3M | -23.6% | -16.9% | -6.7% | -22.1% |
| 6M | -42.6% | -17.0% | -25.6% | -42.2% |
| YTD | -30.0% | +93.8% | -123.8% | -38.1% |
| 1Y | -6.6% | +99.3% | -106.0% | -17.9% |
| 3Y | +121.8% | +35.0% | +86.8% | +101.2% |
| 5Y | +92.7% | +45.8% | +46.8% | +70.7% |
| All | +182.0% | +124.9% | +57.1% | +141.4% |
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