+122.3%
SLV vs STLA
-74.0%
+196.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +5.1% | -4.5% | +9.6% | +5.7% |
| 30D | -12.9% | -3.9% | -9.0% | -12.6% |
| 3M | -16.1% | -20.2% | +4.1% | -14.0% |
| 6M | -33.2% | -42.2% | +9.0% | -29.2% |
| YTD | -27.2% | -59.3% | +32.1% | -21.3% |
| 1Y | +7.6% | -56.1% | +63.7% | +15.4% |
| 3Y | +122.3% | -73.7% | +196.0% | +157.1% |
| All | +122.3% | -74.0% | +196.4% | +157.1% |
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