+365.5%
SLV vs VYM
+490.3%
-124.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +3.3% | -1.3% | +4.5% | +3.7% |
| 3M | -3.6% | +4.1% | -7.6% | -4.8% |
| 6M | -21.8% | +9.8% | -31.6% | -24.0% |
| YTD | -7.8% | +15.3% | -23.2% | -11.6% |
| 1Y | +58.3% | +20.0% | +38.3% | +50.0% |
| 3Y | +182.6% | +66.2% | +116.3% | +142.5% |
| 5Y | +167.8% | +77.5% | +90.3% | +125.1% |
| 10Y | +218.9% | +201.7% | +17.1% | +128.2% |
| All | +365.5% | +490.3% | -124.8% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VYM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling