+239.3%
SLV vs STRL
+795.6%
-556.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | +5.1% | -26.9% | +32.0% | +7.2% |
| 30D | -12.9% | -52.7% | +39.8% | -8.0% |
| 3M | -16.1% | -52.8% | +36.8% | -11.4% |
| 6M | -33.2% | -71.5% | +38.3% | -27.1% |
| YTD | -27.2% | -17.4% | -9.8% | -27.1% |
| 1Y | +7.6% | -35.0% | +42.6% | +9.3% |
| 3Y | +122.3% | +239.2% | -116.9% | +98.3% |
| 5Y | +109.7% | +830.2% | -720.5% | +72.8% |
| 10Y | +168.4% | +3,574.7% | -3,406.3% | +94.3% |
| All | +239.3% | +795.6% | -556.2% | +145.3% |
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 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