+182.0%
SLV vs XLP
+135.7%
+46.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -3.9% | -0.2% | -3.6% | -3.8% |
| 30D | -15.6% | +8.2% | -23.8% | -17.3% |
| 3M | -23.6% | +7.7% | -31.3% | -25.1% |
| 6M | -42.6% | +9.3% | -51.9% | -44.1% |
| YTD | -30.0% | +19.5% | -49.4% | -33.5% |
| 1Y | -6.6% | +21.0% | -27.6% | -11.6% |
| 3Y | +121.8% | +43.2% | +78.6% | +98.4% |
| 5Y | +92.7% | +42.7% | +49.9% | +72.2% |
| All | +182.0% | +135.7% | +46.3% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling