+175.9%
SLV vs VSH
+128.2%
+47.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +13.4% | -10.7% | +0.6% |
| 7D | +5.6% | +3.5% | +2.2% | +4.6% |
| 30D | -12.1% | -22.4% | +10.3% | -9.1% |
| 3M | -16.3% | -25.2% | +8.9% | -13.3% |
| 6M | -34.1% | -22.5% | -11.5% | -32.9% |
| YTD | -25.3% | +84.2% | -109.5% | -33.3% |
| 1Y | +9.6% | +87.1% | -77.5% | -2.5% |
| 3Y | +132.7% | +31.7% | +101.0% | +112.2% |
| 5Y | +113.7% | +42.6% | +71.1% | +90.5% |
| 10Y | +175.9% | +116.6% | +59.3% | +147.9% |
| All | +175.9% | +128.2% | +47.6% | +147.9% |
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