+239.3%
SLV vs STM
+279.6%
-40.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.8% |
| 7D | +5.1% | -10.7% | +15.8% | +6.7% |
| 30D | -12.9% | -25.7% | +12.8% | -9.0% |
| 3M | -16.1% | -21.6% | +5.5% | -13.2% |
| 6M | -33.2% | -27.8% | -5.4% | -30.4% |
| YTD | -27.2% | +61.8% | -89.0% | -32.8% |
| 1Y | +7.6% | +78.1% | -70.5% | -2.0% |
| 3Y | +122.3% | +4.9% | +117.4% | +112.2% |
| 5Y | +109.7% | -14.3% | +124.0% | +101.2% |
| 10Y | +168.4% | +414.1% | -245.6% | +92.9% |
| All | +239.3% | +279.6% | -40.3% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling