+329.8%
SLV vs VWO
+191.5%
+138.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | +0.9% | +1.6% | +2.1% |
| 30D | +3.3% | +1.3% | +2.0% | +2.8% |
| 3M | -3.6% | +5.1% | -8.7% | -5.3% |
| 6M | -21.8% | +12.5% | -34.4% | -24.9% |
| YTD | -7.8% | +14.0% | -21.9% | -11.3% |
| 1Y | +58.3% | +19.7% | +38.6% | +49.7% |
| 3Y | +182.6% | +66.8% | +115.8% | +137.2% |
| 5Y | +167.8% | +36.2% | +131.6% | +140.3% |
| 10Y | +218.9% | +111.0% | +107.8% | +141.2% |
| All | +329.8% | +191.5% | +138.3% | +141.6% |
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