+89.9%
SLV vs STZ
-29.4%
+119.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | -5.8% | +2.6% | -8.4% | -6.1% |
| 30D | -12.1% | +15.2% | -27.3% | -13.6% |
| 3M | -24.1% | +7.6% | -31.8% | -24.8% |
| 6M | -44.4% | +5.3% | -49.7% | -44.7% |
| YTD | -31.5% | +8.6% | -40.1% | -32.4% |
| 1Y | -6.9% | +15.6% | -22.5% | -9.0% |
| 3Y | +116.0% | -35.2% | +151.2% | +128.7% |
| All | +89.9% | -29.4% | +119.2% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling