+219.5%
SLV vs VWO
+169.0%
+50.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -5.8% | +2.0% | -7.8% | -6.6% |
| 30D | -12.1% | -4.3% | -7.8% | -10.5% |
| 3M | -24.1% | -6.4% | -17.7% | -21.9% |
| 6M | -44.4% | -5.6% | -38.7% | -42.7% |
| YTD | -31.5% | +5.2% | -36.7% | -31.7% |
| 1Y | -6.9% | +5.2% | -12.1% | -7.2% |
| 3Y | +116.0% | +55.5% | +60.5% | +87.1% |
| 5Y | +88.4% | +25.6% | +62.8% | +75.1% |
| 10Y | +167.9% | +110.8% | +57.1% | +104.4% |
| All | +219.5% | +169.0% | +50.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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