+248.5%
SLV vs XLB
+392.1%
-143.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.8% |
| 7D | +5.6% | -1.4% | +7.0% | +6.4% |
| 30D | -12.1% | +7.1% | -19.2% | -14.9% |
| 3M | -16.3% | +0.6% | -16.9% | -16.5% |
| 6M | -34.1% | +3.5% | -37.5% | -34.9% |
| YTD | -25.3% | +18.2% | -43.5% | -29.7% |
| 1Y | +9.6% | +25.6% | -16.0% | +0.5% |
| 3Y | +132.7% | +46.7% | +86.0% | +98.8% |
| 5Y | +113.7% | +30.9% | +82.8% | +89.7% |
| 10Y | +175.9% | +167.7% | +8.1% | +72.3% |
| All | +248.5% | +392.1% | -143.6% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling