+182.0%
SLV vs STT
+198.7%
-16.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -3.9% | +5.1% | -9.0% | -4.5% |
| 30D | -15.6% | -0.2% | -15.4% | -15.6% |
| 3M | -23.6% | -8.1% | -15.5% | -22.7% |
| 6M | -42.6% | +16.6% | -59.2% | -43.7% |
| YTD | -30.0% | +37.8% | -67.8% | -32.7% |
| 1Y | -6.6% | +46.8% | -53.4% | -10.9% |
| 3Y | +121.8% | +181.2% | -59.3% | +96.9% |
| 5Y | +92.7% | +105.1% | -12.5% | +72.8% |
| All | +182.0% | +198.7% | -16.7% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling