+165.7%
SLV vs STZ
-33.3%
+199.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | -1.9% | +1.6% | -0.1% |
| 30D | +6.7% | -1.9% | +8.6% | +6.8% |
| 3M | -10.7% | -6.2% | -4.5% | -10.1% |
| 6M | -20.6% | -14.0% | -6.6% | -19.1% |
| YTD | -7.1% | -5.1% | -2.0% | -6.9% |
| 1Y | +62.0% | -9.6% | +71.5% | +63.3% |
| 3Y | +169.8% | -47.2% | +217.1% | +194.3% |
| All | +165.7% | -33.3% | +199.0% | +182.8% |
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