+106.9%
SLV vs STRL
+779.4%
-672.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.5% |
| 7D | +5.1% | -26.9% | +32.0% | +8.1% |
| 30D | -12.9% | -52.7% | +39.8% | -5.7% |
| 3M | -16.1% | -52.8% | +36.8% | -9.3% |
| 6M | -33.2% | -71.5% | +38.3% | -24.4% |
| YTD | -27.2% | -17.4% | -9.8% | -26.5% |
| 1Y | +7.6% | -35.0% | +42.6% | +10.5% |
| 3Y | +122.3% | +239.2% | -116.9% | +97.1% |
| All | +106.9% | +779.4% | -672.4% | +54.9% |
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