+333.1%
SLV vs STT
+361.5%
-28.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | -10.7% | +20.0% | -30.6% | -12.1% |
| 6M | -20.6% | +55.3% | -75.9% | -23.5% |
| YTD | -7.1% | +53.3% | -60.5% | -10.3% |
| 1Y | +62.0% | +74.7% | -12.7% | +54.9% |
| 3Y | +169.8% | +205.8% | -36.0% | +146.7% |
| 5Y | +161.5% | +145.0% | +16.4% | +140.5% |
| 10Y | +224.4% | +266.0% | -41.6% | +185.7% |
| All | +333.1% | +361.5% | -28.4% | +227.9% |
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