+218.5%
SLV vs STLA
+51.8%
+166.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -0.3% | +2.6% | -2.9% | -0.7% |
| 30D | +6.7% | -1.2% | +7.9% | +6.8% |
| 3M | -10.7% | -24.8% | +14.1% | -7.7% |
| 6M | -20.6% | -25.6% | +5.0% | -17.9% |
| YTD | -7.1% | -48.9% | +41.8% | -0.5% |
| 1Y | +62.0% | -38.8% | +100.7% | +68.8% |
| 3Y | +169.8% | -64.5% | +234.4% | +196.5% |
| 5Y | +161.5% | -62.4% | +223.9% | +179.8% |
| All | +218.5% | +51.8% | +166.8% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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