+165.7%
SLV vs VST
+761.6%
-595.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | -0.3% | +8.9% | -9.2% | -1.6% |
| 30D | +6.7% | +6.2% | +0.5% | +5.7% |
| 3M | -10.7% | -2.7% | -8.0% | -10.5% |
| 6M | -20.6% | -8.4% | -12.2% | -20.0% |
| YTD | -7.1% | -7.2% | +0.1% | -6.8% |
| 1Y | +62.0% | -20.9% | +82.9% | +65.2% |
| 3Y | +169.8% | +384.0% | -214.2% | +109.8% |
| All | +165.7% | +761.6% | -595.8% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling