+235.3%
SLV vs XHB
+202.9%
+32.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.6% |
| 7D | +2.8% | -1.9% | +4.7% | +3.3% |
| 30D | +2.2% | -8.3% | +10.5% | +4.3% |
| 3M | +2.9% | -7.1% | +10.0% | +4.5% |
| 6M | -22.4% | -5.3% | -17.2% | -21.6% |
| YTD | -5.7% | -3.2% | -2.6% | -5.1% |
| 1Y | +63.3% | -13.9% | +77.2% | +68.2% |
| 3Y | +189.0% | +24.9% | +164.1% | +170.0% |
| 5Y | +172.7% | +34.5% | +138.1% | +146.0% |
| 10Y | +235.3% | +215.5% | +19.8% | +145.4% |
| All | +235.3% | +202.9% | +32.4% | +145.4% |
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