+2,071.0%
STX vs SLV
+169.5%
+1,901.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.7% | +7.1% | +9.0% |
| 7D | -14.8% | +5.6% | -20.4% | -16.2% |
| 30D | -35.4% | -12.1% | -23.2% | -32.9% |
| 3M | -37.7% | -16.3% | -21.4% | -34.6% |
| 6M | -35.2% | -34.1% | -1.2% | -27.6% |
| YTD | +84.4% | -25.3% | +109.7% | +95.7% |
| 1Y | +82.3% | +9.6% | +72.6% | +75.0% |
| 3Y | +646.2% | +132.7% | +513.5% | +497.4% |
| 5Y | +487.4% | +113.7% | +373.8% | +369.0% |
| 10Y | +2,071.0% | +175.9% | +1,895.2% | +1,351.7% |
| All | +2,071.0% | +169.5% | +1,901.5% | +1,351.7% |
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