+175.8%
SLV vs VST
+1,139.0%
-963.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -5.8% | +6.6% | -12.4% | -6.6% |
| 30D | -12.1% | -12.4% | +0.2% | -10.9% |
| 3M | -24.1% | -9.0% | -15.1% | -23.5% |
| 6M | -44.4% | -6.4% | -37.9% | -44.2% |
| YTD | -31.5% | -17.2% | -14.3% | -30.5% |
| 1Y | -6.9% | -22.0% | +15.1% | -5.1% |
| 3Y | +116.0% | +296.7% | -180.7% | +77.0% |
| 5Y | +88.4% | +637.6% | -549.2% | +43.5% |
| All | +175.8% | +1,139.0% | -963.2% | +102.8% |
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