+214.0%
SLV vs XLP
+101.8%
+112.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +6.7% | -0.9% | +7.6% | +6.9% |
| 3M | -10.7% | +3.8% | -14.5% | -12.0% |
| 6M | -20.6% | -1.7% | -18.9% | -20.5% |
| YTD | -7.1% | +10.3% | -17.4% | -10.0% |
| 1Y | +62.0% | +7.8% | +54.2% | +57.9% |
| 3Y | +169.8% | +27.2% | +142.6% | +148.9% |
| 5Y | +161.5% | +32.5% | +128.9% | +137.8% |
| All | +214.0% | +101.8% | +112.3% | +166.5% |
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