+182.0%
SLV vs VUG
+402.9%
-220.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | -3.9% | +4.4% | -8.3% | -5.4% |
| 30D | -15.6% | -7.3% | -8.3% | -13.2% |
| 3M | -23.6% | -4.2% | -19.4% | -22.3% |
| 6M | -42.6% | -1.6% | -41.0% | -42.0% |
| YTD | -30.0% | +4.9% | -34.8% | -30.6% |
| 1Y | -6.6% | +3.8% | -10.4% | -7.2% |
| 3Y | +121.8% | +79.4% | +42.4% | +86.5% |
| 5Y | +92.7% | +63.9% | +28.7% | +63.4% |
| All | +182.0% | +402.9% | -220.9% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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