+216.5%
SLV vs XLB
+162.9%
+53.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -4.7% |
| 7D | -5.0% | -3.5% | -1.5% | -3.4% |
| 30D | -1.8% | -4.7% | +2.9% | +0.5% |
| 3M | -0.3% | +2.7% | -3.0% | -1.4% |
| 6M | -28.2% | +2.6% | -30.8% | -28.6% |
| YTD | -10.7% | +12.8% | -23.6% | -13.8% |
| 1Y | +53.7% | +14.0% | +39.7% | +47.9% |
| 3Y | +173.7% | +31.5% | +142.2% | +149.1% |
| 5Y | +161.5% | +33.4% | +128.1% | +134.5% |
| All | +216.5% | +162.9% | +53.6% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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