+289.5%
SLV vs XLC
+143.7%
+145.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | +6.7% | +1.0% | +5.6% | +6.3% |
| 3M | -10.7% | -0.7% | -10.0% | -10.6% |
| 6M | -20.6% | -5.1% | -15.5% | -19.3% |
| YTD | -7.1% | -4.3% | -2.9% | -5.9% |
| 1Y | +62.0% | -0.6% | +62.5% | +62.3% |
| 3Y | +169.8% | +72.7% | +97.1% | +130.8% |
| 5Y | +161.5% | +38.0% | +123.5% | +134.1% |
| All | +289.5% | +143.7% | +145.7% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling