+175.9%
SLV vs STRL
+4,310.8%
-4,134.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +15.0% | -12.3% | +1.4% |
| 7D | +5.6% | -13.3% | +19.0% | +6.4% |
| 30D | -12.1% | -43.3% | +31.2% | -8.0% |
| 3M | -16.3% | -46.9% | +30.6% | -11.9% |
| 6M | -34.1% | -65.6% | +31.5% | -28.4% |
| YTD | -25.3% | -5.1% | -20.2% | -25.7% |
| 1Y | +9.6% | -23.1% | +32.7% | +10.3% |
| 3Y | +132.7% | +346.8% | -214.2% | +105.4% |
| 5Y | +113.7% | +907.2% | -793.5% | +75.9% |
| 10Y | +175.9% | +3,988.2% | -3,812.3% | +112.0% |
| All | +175.9% | +4,310.8% | -4,134.9% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling