+165.7%
SLV vs STRL
+2,010.6%
-1,844.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.8% |
| 7D | -0.3% | +3.4% | -3.7% | -0.7% |
| 30D | +6.7% | -9.2% | +15.9% | +7.7% |
| 3M | -10.7% | -51.0% | +40.4% | -4.3% |
| 6M | -20.6% | +15.8% | -36.4% | -23.1% |
| YTD | -7.1% | +58.9% | -66.0% | -12.3% |
| 1Y | +62.0% | +68.5% | -6.5% | +51.8% |
| 3Y | +169.8% | +485.2% | -315.4% | +125.3% |
| All | +165.7% | +2,010.6% | -1,844.8% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling