+168.6%
SLV vs STZ
+9.8%
+158.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +5.1% | +4.9% | +0.2% | +4.5% |
| 30D | -12.9% | +20.9% | -33.8% | -15.1% |
| 3M | -16.1% | +8.0% | -24.1% | -17.1% |
| 6M | -33.2% | -5.3% | -27.9% | -32.9% |
| YTD | -27.2% | +5.9% | -33.2% | -28.2% |
| 1Y | +7.6% | +14.2% | -6.6% | +5.2% |
| 3Y | +122.3% | -37.0% | +159.3% | +133.9% |
| 5Y | +109.7% | -29.7% | +139.4% | +116.6% |
| All | +168.6% | +9.8% | +158.8% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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