+165.7%
SLV vs STT
+145.1%
+20.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +6.7% | +3.9% | +2.8% | +5.8% |
| 3M | -10.7% | +20.0% | -30.6% | -14.1% |
| 6M | -20.6% | +55.3% | -75.9% | -27.5% |
| YTD | -7.1% | +53.3% | -60.5% | -14.8% |
| 1Y | +62.0% | +74.7% | -12.7% | +45.7% |
| 3Y | +169.8% | +205.8% | -36.0% | +122.4% |
| All | +165.7% | +145.1% | +20.7% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling