+106.9%
SLV vs VSH
+24.4%
+82.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.1% |
| 7D | +5.1% | -12.9% | +18.0% | +7.1% |
| 30D | -12.9% | -36.9% | +23.9% | -6.4% |
| 3M | -16.1% | -28.8% | +12.7% | -11.9% |
| 6M | -33.2% | -30.3% | -2.9% | -30.6% |
| YTD | -27.2% | +62.4% | -89.6% | -34.5% |
| 1Y | +7.6% | +62.5% | -54.9% | -3.3% |
| 3Y | +122.3% | +7.4% | +115.0% | +109.1% |
| All | +106.9% | +24.4% | +82.5% | +83.5% |
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