+58.3%
SLV vs XLC
-1.1%
+59.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.1% |
| 30D | +3.3% | +0.2% | +3.0% | +2.9% |
| 3M | -3.6% | +0.6% | -4.2% | -4.0% |
| 6M | -21.8% | -4.5% | -17.3% | -18.7% |
| YTD | -7.8% | -4.7% | -3.1% | -4.9% |
| 1Y | +58.3% | -1.7% | +59.9% | +60.3% |
| All | +58.3% | -1.1% | +59.4% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling