+322.5%
VOO vs SLV
+228.4%
+94.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.7% | -0.8% |
| 7D | -0.4% | +2.8% | -3.2% | -0.7% |
| 30D | -1.4% | +2.2% | -3.6% | -1.7% |
| 3M | +3.7% | +2.9% | +0.8% | +3.1% |
| 6M | +13.0% | -22.4% | +35.5% | +16.1% |
| YTD | +12.4% | -5.7% | +18.2% | +9.7% |
| 1Y | +18.6% | +63.3% | -44.7% | +5.2% |
| 3Y | +78.1% | +189.0% | -110.9% | +41.9% |
| 5Y | +82.3% | +172.7% | -90.4% | +44.6% |
| 10Y | +322.5% | +235.3% | +87.2% | +204.3% |
| All | +322.5% | +228.4% | +94.1% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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