+333.1%
SLV vs STRL
+1,623.3%
-1,290.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.7% |
| 7D | -0.3% | +3.4% | -3.7% | -0.6% |
| 30D | +6.7% | -9.2% | +15.9% | +7.4% |
| 3M | -10.7% | -51.0% | +40.4% | -6.1% |
| 6M | -20.6% | +15.8% | -36.4% | -22.5% |
| YTD | -7.1% | +58.9% | -66.0% | -11.3% |
| 1Y | +62.0% | +68.5% | -6.5% | +53.5% |
| 3Y | +169.8% | +485.2% | -315.4% | +131.0% |
| 5Y | +161.5% | +2,005.1% | -1,843.7% | +103.2% |
| 10Y | +224.4% | +7,118.0% | -6,893.5% | +123.3% |
| All | +333.1% | +1,623.3% | -1,290.2% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling