+177.1%
SLV vs XLP
+27.4%
+149.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +6.7% | -0.9% | +7.6% | +6.7% |
| 3M | -10.7% | +3.8% | -14.5% | -11.6% |
| 6M | -20.6% | -1.7% | -18.9% | -20.5% |
| YTD | -7.1% | +10.3% | -17.4% | -8.4% |
| 1Y | +62.0% | +7.8% | +54.2% | +60.5% |
| All | +177.1% | +27.4% | +149.6% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling