+62.0%
SLV vs STRL
+76.3%
-14.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -2.1% |
| 7D | -0.3% | +3.4% | -3.7% | -0.9% |
| 30D | +6.7% | -9.2% | +15.9% | +8.2% |
| 3M | -10.7% | -51.0% | +40.4% | -1.3% |
| 6M | -20.6% | +15.8% | -36.4% | -25.9% |
| YTD | -7.1% | +58.9% | -66.0% | -16.4% |
| 1Y | +62.0% | +68.5% | -6.5% | +46.0% |
| All | +62.0% | +76.3% | -14.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling