+106.9%
SLV vs XLP
+40.8%
+66.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +5.1% | +0.7% | +4.4% | +4.9% |
| 30D | -12.9% | +10.3% | -23.2% | -14.9% |
| 3M | -16.1% | +6.5% | -22.6% | -17.4% |
| 6M | -33.2% | +8.4% | -41.5% | -34.7% |
| YTD | -27.2% | +18.2% | -45.4% | -30.7% |
| 1Y | +7.6% | +22.4% | -14.8% | +1.4% |
| 3Y | +122.3% | +41.9% | +80.4% | +95.0% |
| All | +106.9% | +40.8% | +66.1% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling