+333.1%
SLV vs XEL
+749.4%
-416.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.3% | -1.0% | +0.6% | -0.1% |
| 30D | +6.7% | -1.9% | +8.6% | +7.1% |
| 3M | -10.7% | -1.9% | -8.8% | -10.5% |
| 6M | -20.6% | -7.4% | -13.2% | -19.3% |
| YTD | -7.1% | +4.1% | -11.2% | -8.2% |
| 1Y | +62.0% | +8.0% | +53.9% | +58.5% |
| 3Y | +169.8% | +48.4% | +121.4% | +141.9% |
| 5Y | +161.5% | +27.2% | +134.2% | +142.3% |
| 10Y | +224.4% | +146.8% | +77.6% | +149.0% |
| All | +333.1% | +749.4% | -416.3% | +147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling