+316.3%
SLV vs XLY
+747.1%
-430.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -5.0% | -3.9% | -1.2% | -4.1% |
| 30D | -1.8% | -6.1% | +4.3% | -0.3% |
| 3M | -0.3% | -1.2% | +0.9% | 0.0% |
| 6M | -28.2% | -1.8% | -26.4% | -27.8% |
| YTD | -10.7% | -5.9% | -4.9% | -9.3% |
| 1Y | +53.7% | -3.1% | +56.8% | +55.0% |
| 3Y | +173.7% | +36.0% | +137.7% | +153.8% |
| 5Y | +161.5% | +27.6% | +133.9% | +142.3% |
| 10Y | +217.5% | +216.8% | +0.7% | +141.3% |
| All | +316.3% | +747.1% | -430.8% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling