+333.1%
SLV vs VSH
+243.0%
+90.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.6% | -1.8% |
| 7D | -0.3% | +4.1% | -4.4% | -0.9% |
| 30D | +6.7% | -4.2% | +10.8% | +7.2% |
| 3M | -10.7% | -50.0% | +39.3% | -2.4% |
| 6M | -20.6% | +80.2% | -100.8% | -28.3% |
| YTD | -7.1% | +121.1% | -128.2% | -18.6% |
| 1Y | +62.0% | +112.0% | -50.0% | +42.4% |
| 3Y | +169.8% | +22.5% | +147.3% | +149.8% |
| 5Y | +161.5% | +64.0% | +97.4% | +129.8% |
| 10Y | +224.4% | +170.4% | +54.0% | +155.6% |
| All | +333.1% | +243.0% | +90.1% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling