+182.0%
SLV vs VST
+1,153.0%
-971.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -3.9% | +19.2% | -23.0% | -6.1% |
| 30D | -15.6% | -17.2% | +1.5% | -13.8% |
| 3M | -23.6% | -8.1% | -15.5% | -23.1% |
| 6M | -42.6% | -8.1% | -34.4% | -42.3% |
| YTD | -30.0% | -16.3% | -13.7% | -29.0% |
| 1Y | -6.6% | -24.1% | +17.5% | -4.5% |
| 3Y | +121.8% | +300.2% | -178.4% | +81.6% |
| 5Y | +92.7% | +645.9% | -553.2% | +46.5% |
| All | +182.0% | +1,153.0% | -971.0% | +107.0% |
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