+218.5%
SLV vs STM
+666.6%
-448.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -0.3% | +5.8% | -6.1% | -1.3% |
| 30D | +6.7% | -1.0% | +7.7% | +6.8% |
| 3M | -10.7% | -33.3% | +22.6% | -5.0% |
| 6M | -20.6% | +57.4% | -78.0% | -26.9% |
| YTD | -7.1% | +102.2% | -109.3% | -17.4% |
| 1Y | +62.0% | +99.6% | -37.6% | +43.9% |
| 3Y | +169.8% | +14.5% | +155.3% | +152.4% |
| 5Y | +161.5% | +21.4% | +140.1% | +136.7% |
| All | +218.5% | +666.6% | -448.0% | +134.9% |
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