+164.7%
SLV vs STM
+431.2%
-266.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | +3.7% | -7.9% | +11.6% | +4.9% |
| 30D | -15.2% | -14.1% | -1.0% | -13.1% |
| 3M | -21.8% | -17.6% | -4.2% | -19.5% |
| 6M | -36.3% | -24.2% | -12.1% | -34.0% |
| YTD | -27.8% | +73.3% | -101.2% | -34.4% |
| 1Y | +1.5% | +90.1% | -88.6% | -8.9% |
| 3Y | +128.5% | +10.3% | +118.2% | +115.3% |
| 5Y | +103.2% | -5.7% | +109.0% | +90.8% |
| 10Y | +164.7% | +444.1% | -279.4% | +121.6% |
| All | +164.7% | +431.2% | -266.5% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling