+7.6%
SLV vs STRL
-38.5%
+46.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.7% |
| 7D | +5.1% | -26.9% | +32.0% | +9.2% |
| 30D | -12.9% | -52.7% | +39.8% | -2.6% |
| 3M | -16.1% | -52.8% | +36.8% | -6.3% |
| 6M | -33.2% | -71.5% | +38.3% | -20.1% |
| YTD | -27.2% | -17.4% | -9.8% | -29.3% |
| 1Y | +7.6% | -35.0% | +42.6% | +8.3% |
| All | +7.6% | -38.5% | +46.1% | +8.3% |
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 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