+165.7%
SLV vs VSH
+64.7%
+101.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.9% |
| 7D | -0.3% | +4.1% | -4.4% | -1.0% |
| 30D | +6.7% | -4.2% | +10.8% | +7.2% |
| 3M | -10.7% | -50.0% | +39.3% | -0.9% |
| 6M | -20.6% | +80.2% | -100.8% | -29.6% |
| YTD | -7.1% | +121.1% | -128.2% | -20.3% |
| 1Y | +62.0% | +112.0% | -50.0% | +39.5% |
| 3Y | +169.8% | +22.5% | +147.3% | +148.9% |
| All | +165.7% | +64.7% | +101.1% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling