+187.0%
SLV vs XEL
+47.8%
+139.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +2.2% | -0.9% | +3.1% | +2.3% |
| 3M | +2.9% | -1.4% | +4.3% | +2.9% |
| 6M | -22.4% | -5.8% | -16.6% | -21.7% |
| YTD | -5.7% | +4.7% | -10.4% | -6.4% |
| 1Y | +63.3% | +9.1% | +54.3% | +61.2% |
| All | +187.0% | +47.8% | +139.1% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling