+164.7%
SLV vs STRL
+3,927.3%
-3,762.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.4% |
| 7D | +3.7% | -19.8% | +23.5% | +5.2% |
| 30D | -15.2% | -43.6% | +28.4% | -11.1% |
| 3M | -21.8% | -45.2% | +23.4% | -17.9% |
| 6M | -36.3% | -65.7% | +29.4% | -30.9% |
| YTD | -27.8% | -5.4% | -22.4% | -28.2% |
| 1Y | +1.5% | -24.7% | +26.2% | +2.3% |
| 3Y | +128.5% | +335.0% | -206.5% | +102.2% |
| 5Y | +103.2% | +915.3% | -812.1% | +67.3% |
| 10Y | +164.7% | +3,877.5% | -3,712.8% | +103.3% |
| All | +164.7% | +3,927.3% | -3,762.6% | +103.3% |
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