+175.9%
SLV vs VST
+1,219.3%
-1,043.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.3% | -4.6% | +1.8% |
| 7D | +5.6% | -0.5% | +6.2% | +5.3% |
| 30D | -12.1% | -17.1% | +4.9% | -10.2% |
| 3M | -16.3% | -4.6% | -11.7% | -16.1% |
| 6M | -34.1% | -9.1% | -25.0% | -33.7% |
| YTD | -25.3% | -16.6% | -8.6% | -24.2% |
| 1Y | +9.6% | -29.5% | +39.1% | +13.0% |
| 3Y | +132.7% | +297.5% | -164.9% | +91.2% |
| 5Y | +113.7% | +654.5% | -540.9% | +63.0% |
| 10Y | +175.9% | +1,205.2% | -1,029.4% | +108.2% |
| All | +175.9% | +1,219.3% | -1,043.4% | +108.2% |
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