+58.3%
SLV vs STLA
-40.1%
+98.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +3.3% | -2.4% | +5.6% | +3.4% |
| 3M | -3.6% | -23.9% | +20.3% | -1.1% |
| 6M | -21.8% | -24.6% | +2.8% | -19.7% |
| YTD | -7.8% | -50.5% | +42.7% | -6.5% |
| 1Y | +58.3% | -39.8% | +98.1% | +61.4% |
| All | +58.3% | -40.1% | +98.4% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling