+239.3%
SLV vs XLB
+382.9%
-143.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +5.1% | -1.5% | +6.6% | +5.9% |
| 30D | -12.9% | +6.1% | -19.0% | -15.3% |
| 3M | -16.1% | 0.0% | -16.1% | -16.0% |
| 6M | -33.2% | 0.0% | -33.1% | -32.9% |
| YTD | -27.2% | +16.0% | -43.3% | -31.0% |
| 1Y | +7.6% | +24.7% | -17.1% | -0.9% |
| 3Y | +122.3% | +40.4% | +82.0% | +93.8% |
| 5Y | +109.7% | +30.7% | +79.0% | +86.4% |
| 10Y | +168.4% | +173.3% | -4.8% | +66.1% |
| All | +239.3% | +382.9% | -143.6% | +28.9% |
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