+175.9%
SLV vs STT
+210.2%
-34.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.2% |
| 7D | +5.6% | +0.9% | +4.7% | +5.5% |
| 30D | -12.1% | -2.3% | -9.8% | -11.8% |
| 3M | -16.3% | -7.5% | -8.8% | -15.4% |
| 6M | -34.1% | +14.9% | -48.9% | -35.2% |
| YTD | -25.3% | +34.9% | -60.2% | -28.0% |
| 1Y | +9.6% | +47.1% | -37.5% | +4.6% |
| 3Y | +132.7% | +179.6% | -46.9% | +107.0% |
| 5Y | +113.7% | +107.1% | +6.6% | +91.9% |
| 10Y | +175.9% | +199.4% | -23.5% | +146.8% |
| All | +175.9% | +210.2% | -34.3% | +146.8% |
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