+122.6%
SLV vs VST
+229.5%
-106.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +0.4% |
| 7D | -0.7% | -19.9% | +19.2% | +2.3% |
| 30D | -15.4% | -29.7% | +14.3% | -11.0% |
| 3M | -16.3% | -19.6% | +3.3% | -13.8% |
| 6M | -28.8% | -29.4% | +0.6% | -25.5% |
| YTD | -27.1% | -29.7% | +2.6% | -24.0% |
| 1Y | +7.5% | -40.0% | +47.6% | +14.1% |
| All | +122.6% | +229.5% | -106.9% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling