+178.5%
SLV vs VST
+866.2%
-687.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +0.3% |
| 7D | -0.7% | -19.9% | +19.2% | +1.9% |
| 30D | -15.4% | -29.7% | +14.3% | -11.7% |
| 3M | -16.3% | -19.6% | +3.3% | -14.2% |
| 6M | -28.8% | -29.4% | +0.6% | -26.0% |
| YTD | -27.1% | -29.7% | +2.6% | -24.5% |
| 1Y | +7.5% | -40.0% | +47.6% | +13.2% |
| 3Y | +121.2% | +231.0% | -109.8% | +87.2% |
| 5Y | +110.0% | +500.1% | -390.1% | +66.2% |
| 10Y | +168.8% | +1,004.2% | -835.4% | +114.0% |
| All | +178.5% | +866.2% | -687.7% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling