+99.2%
SLV vs STM
-5.3%
+104.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.6% |
| 30D | -14.2% | -8.4% | -5.8% | -12.9% |
| 3M | -20.3% | -15.8% | -4.5% | -17.9% |
| 6M | -40.2% | -22.8% | -17.4% | -37.8% |
| YTD | -27.6% | +79.4% | -106.9% | -35.4% |
| 1Y | +0.4% | +97.0% | -96.5% | -11.7% |
| 3Y | +129.4% | +14.2% | +115.2% | +112.0% |
| All | +99.2% | -5.3% | +104.5% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling