+239.3%
SLV vs VSH
+151.9%
+87.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.0% |
| 7D | +5.1% | -12.9% | +18.0% | +6.9% |
| 30D | -12.9% | -36.9% | +23.9% | -7.3% |
| 3M | -16.1% | -28.8% | +12.7% | -12.5% |
| 6M | -33.2% | -30.3% | -2.9% | -31.1% |
| YTD | -27.2% | +62.4% | -89.6% | -33.7% |
| 1Y | +7.6% | +62.5% | -54.9% | -2.0% |
| 3Y | +122.3% | +7.4% | +115.0% | +109.0% |
| 5Y | +109.7% | +25.4% | +84.3% | +90.6% |
| 10Y | +168.4% | +102.6% | +65.8% | +119.3% |
| All | +239.3% | +151.9% | +87.5% | +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 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