+10.3%
SLV vs XLY
+3.2%
+7.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.3% | +0.9% | +1.3% |
| 7D | -3.9% | +6.1% | -9.9% | -8.8% |
| 30D | -14.5% | +10.8% | -25.2% | -21.9% |
| 3M | -12.4% | +3.6% | -16.1% | -15.3% |
| 6M | -28.5% | +4.4% | -32.8% | -31.1% |
| YTD | -26.8% | +3.1% | -29.9% | -30.6% |
| 1Y | +10.3% | +3.6% | +6.8% | +4.1% |
| All | +10.3% | +3.2% | +7.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling