+333.1%
SLV vs XLU
+458.5%
-125.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +0.8% | -1.2% | -0.6% |
| 30D | +6.7% | -1.3% | +8.0% | +7.1% |
| 3M | -10.7% | -1.3% | -9.4% | -10.5% |
| 6M | -20.6% | -7.6% | -13.0% | -18.7% |
| YTD | -7.1% | +2.3% | -9.4% | -7.9% |
| 1Y | +62.0% | +5.8% | +56.2% | +58.9% |
| 3Y | +169.8% | +50.5% | +119.3% | +135.7% |
| 5Y | +161.5% | +44.1% | +117.3% | +130.8% |
| 10Y | +224.4% | +138.2% | +86.2% | +138.7% |
| All | +333.1% | +458.5% | -125.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 all: compounded portfolio wealth divided by compounded XLU 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…
all analysis · Full analysis span regression · 6 months rolling