+5.1%
SLV vs STLA
-57.6%
+62.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +5.6% | -6.4% | +12.0% | +6.8% |
| 30D | -12.1% | -1.3% | -10.8% | -11.9% |
| 3M | -16.3% | -19.9% | +3.6% | -13.4% |
| 6M | -34.1% | -42.9% | +8.8% | -28.5% |
| YTD | -25.3% | -59.4% | +34.1% | -19.0% |
| All | +5.1% | -57.6% | +62.7% | +13.2% |
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