+3,508.0%
STX vs SLV
+263.3%
+3,244.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -28.5% | +5.1% | -33.6% | -29.4% |
| 30D | -42.9% | -12.9% | -30.0% | -41.1% |
| 3M | -45.9% | -16.1% | -29.8% | -43.9% |
| 6M | -41.3% | -33.2% | -8.1% | -35.9% |
| YTD | +67.9% | -27.2% | +95.2% | +77.5% |
| 1Y | +66.5% | +7.6% | +58.9% | +61.7% |
| 3Y | +588.0% | +122.3% | +465.6% | +473.0% |
| 5Y | +449.1% | +109.7% | +339.4% | +356.6% |
| 10Y | +1,982.8% | +168.4% | +1,814.4% | +1,501.2% |
| All | +3,508.0% | +263.3% | +3,244.7% | +1,998.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling