+3,676.0%
STX vs SLV
+216.1%
+3,459.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.2% | +6.7% |
| 7D | +10.7% | +2.5% | +8.2% | +9.9% |
| 30D | +11.3% | +3.3% | +8.0% | +10.1% |
| 3M | +3.2% | -3.6% | +6.8% | +4.0% |
| 6M | +157.0% | -21.8% | +178.8% | +172.5% |
| YTD | +229.2% | -7.8% | +237.0% | +229.5% |
| 1Y | +381.8% | +58.3% | +323.6% | +320.6% |
| 3Y | +1,383.2% | +182.6% | +1,200.6% | +1,025.4% |
| 5Y | +1,144.9% | +167.8% | +977.1% | +836.0% |
| 10Y | +3,676.0% | +218.9% | +3,457.2% | +2,364.9% |
| All | +3,676.0% | +216.1% | +3,459.9% | +2,364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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