+171.1%
SLV vs STLA
+189.2%
-18.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +5.6% | -6.4% | +12.0% | +6.2% |
| 30D | -12.1% | -1.3% | -10.8% | -12.1% |
| 3M | -16.3% | -19.9% | +3.6% | -14.9% |
| 6M | -34.1% | -42.9% | +8.8% | -31.3% |
| YTD | -25.3% | -59.4% | +34.1% | -20.6% |
| 1Y | +9.6% | -56.8% | +66.4% | +15.9% |
| 3Y | +132.7% | -73.1% | +205.7% | +151.7% |
| 5Y | +113.7% | -70.1% | +183.7% | +127.0% |
| 10Y | +175.9% | +19.8% | +156.1% | +173.8% |
| All | +171.1% | +189.2% | -18.2% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling