+219.5%
SLV vs XLU
+475.2%
-255.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -5.8% | +2.1% | -8.0% | -6.5% |
| 30D | -12.1% | +5.6% | -17.7% | -13.7% |
| 3M | -24.1% | +0.7% | -24.9% | -24.4% |
| 6M | -44.4% | -0.1% | -44.3% | -44.5% |
| YTD | -31.5% | +5.3% | -36.8% | -32.8% |
| 1Y | -6.9% | +2.2% | -9.1% | -7.8% |
| 3Y | +116.0% | +61.6% | +54.4% | +84.6% |
| 5Y | +88.4% | +53.6% | +34.9% | +63.1% |
| 10Y | +167.9% | +162.3% | +5.7% | +90.9% |
| All | +219.5% | +475.2% | -255.7% | +53.2% |
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