+239.3%
SLV vs STT
+293.3%
-54.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +5.1% | -2.5% | +7.6% | +5.3% |
| 30D | -12.9% | -5.0% | -8.0% | -12.5% |
| 3M | -16.1% | -10.5% | -5.6% | -15.3% |
| 6M | -33.2% | +10.0% | -43.2% | -33.7% |
| YTD | -27.2% | +30.7% | -57.9% | -28.8% |
| 1Y | +7.6% | +43.8% | -36.1% | +4.6% |
| 3Y | +122.3% | +168.1% | -45.7% | +105.8% |
| 5Y | +109.7% | +101.4% | +8.3% | +96.2% |
| 10Y | +168.4% | +211.3% | -42.9% | +139.8% |
| All | +239.3% | +293.3% | -54.0% | +160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling