+171.7%
SLV vs VYM
+64.0%
+107.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.9% |
| 7D | -5.0% | -1.9% | -3.2% | -3.6% |
| 30D | -1.8% | -2.6% | +0.8% | +0.2% |
| 3M | -0.3% | +3.6% | -3.9% | -2.9% |
| 6M | -28.2% | +8.7% | -36.9% | -32.3% |
| YTD | -10.7% | +14.1% | -24.9% | -17.7% |
| 1Y | +53.7% | +17.8% | +35.9% | +39.4% |
| All | +171.7% | +64.0% | +107.8% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling