+110.0%
SLV vs VST
+515.1%
-405.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +0.4% |
| 7D | -0.7% | -19.9% | +19.2% | +2.2% |
| 30D | -15.4% | -29.7% | +14.3% | -11.2% |
| 3M | -16.3% | -19.6% | +3.3% | -13.9% |
| 6M | -28.8% | -29.4% | +0.6% | -25.7% |
| YTD | -27.1% | -29.7% | +2.6% | -24.1% |
| 1Y | +7.5% | -40.0% | +47.6% | +13.9% |
| 3Y | +121.2% | +231.0% | -109.8% | +81.6% |
| 5Y | +110.0% | +500.1% | -390.1% | +67.6% |
| All | +110.0% | +515.1% | -405.1% | +67.6% |
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