+116.0%
SLV vs STLA
-77.1%
+193.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -5.8% | -13.8% | +7.9% | -4.0% |
| 30D | -12.1% | -10.5% | -1.6% | -10.9% |
| 3M | -24.1% | -28.9% | +4.7% | -21.1% |
| 6M | -44.4% | -49.7% | +5.4% | -40.0% |
| YTD | -31.5% | -64.9% | +33.4% | -24.5% |
| 1Y | -6.9% | -64.0% | +57.1% | +2.2% |
| 3Y | +116.0% | -77.4% | +193.4% | +154.9% |
| All | +116.0% | -77.1% | +193.1% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling