+122.6%
SLV vs XLP
+43.9%
+78.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.7% | +3.5% | -4.2% | -0.8% |
| 30D | -15.4% | +11.6% | -26.9% | -15.8% |
| 3M | -16.3% | +7.6% | -23.9% | -16.5% |
| 6M | -28.8% | +10.0% | -38.8% | -29.3% |
| YTD | -27.1% | +19.7% | -46.9% | -28.4% |
| 1Y | +7.5% | +23.5% | -15.9% | +5.3% |
| All | +122.6% | +43.9% | +78.7% | +97.5% |
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 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