+369.0%
SLV vs VYM
+492.8%
-123.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +6.7% | -0.5% | +7.2% | +6.9% |
| 3M | -10.7% | +3.0% | -13.7% | -11.5% |
| 6M | -20.6% | +8.2% | -28.8% | -22.5% |
| YTD | -7.1% | +15.8% | -23.0% | -11.1% |
| 1Y | +62.0% | +20.8% | +41.1% | +53.1% |
| 3Y | +169.8% | +65.3% | +104.6% | +131.9% |
| 5Y | +161.5% | +76.6% | +84.9% | +120.0% |
| 10Y | +224.4% | +203.9% | +20.5% | +131.6% |
| All | +369.0% | +492.8% | -123.8% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling