+219.9%
SLV vs VYM
+209.2%
+10.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -1.6% | -2.2% | +0.7% | -0.7% |
| 3M | -4.4% | +3.1% | -7.5% | -5.5% |
| 6M | -25.4% | +9.7% | -35.1% | -27.9% |
| YTD | -9.8% | +14.9% | -24.7% | -14.0% |
| 1Y | +53.8% | +17.6% | +36.2% | +45.5% |
| 3Y | +174.7% | +65.3% | +109.4% | +131.6% |
| 5Y | +164.3% | +78.7% | +85.6% | +117.4% |
| All | +219.9% | +209.2% | +10.7% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling