+106.9%
SLV vs STLA
-70.1%
+177.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 6M | -33.2% | -42.2% | +9.0% | -28.8% |
| YTD | -27.2% | -59.3% | +32.1% | -20.2% |
| 1Y | +7.6% | -56.1% | +63.7% | +16.8% |
| 3Y | +122.3% | -73.7% | +196.0% | +155.0% |
| All | +106.9% | -70.1% | +177.0% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling