+171.1%
SLV vs VST
+1,112.0%
-941.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.6% | -10.7% | -1.5% |
| 7D | +5.1% | -9.8% | +14.9% | +6.1% |
| 30D | -12.9% | -25.1% | +12.2% | -9.8% |
| 3M | -16.1% | -11.6% | -4.5% | -15.1% |
| 6M | -33.2% | -20.9% | -12.2% | -31.6% |
| YTD | -27.2% | -22.3% | -4.9% | -25.5% |
| 1Y | +7.6% | -32.0% | +39.6% | +11.6% |
| 3Y | +122.3% | +262.4% | -140.0% | +84.8% |
| 5Y | +109.7% | +563.4% | -453.7% | +62.4% |
| All | +171.1% | +1,112.0% | -941.0% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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