+182.0%
SLV vs XHB
+234.8%
-52.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | -3.9% | -2.4% | -1.4% | -3.2% |
| 30D | -15.6% | +7.1% | -22.7% | -17.1% |
| 3M | -23.6% | -6.0% | -17.6% | -22.5% |
| 6M | -42.6% | +2.1% | -44.6% | -43.0% |
| YTD | -30.0% | -0.6% | -29.4% | -30.0% |
| 1Y | -6.6% | -3.3% | -3.3% | -6.1% |
| 3Y | +121.8% | +34.1% | +87.7% | +103.9% |
| 5Y | +92.7% | +28.6% | +64.1% | +76.0% |
| All | +182.0% | +234.8% | -52.8% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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