+294.5%
VTI vs SLV
+220.9%
+73.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.1% |
| 7D | -2.0% | -5.0% | +3.0% | -1.3% |
| 30D | -1.9% | -1.8% | -0.2% | -1.8% |
| 3M | +4.5% | -0.3% | +4.8% | +4.3% |
| 6M | +12.6% | -28.2% | +40.8% | +17.0% |
| YTD | +12.0% | -10.7% | +22.7% | +10.0% |
| 1Y | +17.3% | +53.7% | -36.4% | +4.5% |
| 3Y | +75.3% | +173.7% | -98.3% | +39.6% |
| 5Y | +74.0% | +161.5% | -87.5% | +37.6% |
| All | +294.5% | +220.9% | +73.6% | +182.9% |
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