+116.0%
SLV vs XLC
+65.1%
+50.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.7% |
| 7D | -5.8% | +3.7% | -9.6% | -7.6% |
| 30D | -12.1% | -1.9% | -10.2% | -11.4% |
| 3M | -24.1% | -3.1% | -21.0% | -23.2% |
| 6M | -44.4% | -6.4% | -38.0% | -42.7% |
| YTD | -31.5% | -6.8% | -24.7% | -29.3% |
| 1Y | -6.9% | -1.7% | -5.2% | -6.0% |
| 3Y | +116.0% | +64.7% | +51.3% | +68.5% |
| All | +116.0% | +65.1% | +50.9% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling