+183.2%
SLV vs XME
+277.3%
-94.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -1.1% | +1.5% | -2.6% | -1.9% |
| 30D | -14.2% | -7.3% | -6.9% | -11.1% |
| 3M | -20.3% | -17.4% | -2.9% | -12.9% |
| 6M | -40.2% | -21.8% | -18.4% | -32.9% |
| YTD | -27.6% | -6.0% | -21.6% | -22.9% |
| 1Y | +0.4% | +3.8% | -3.4% | +3.1% |
| 3Y | +129.4% | +100.0% | +29.3% | +84.8% |
| 5Y | +99.8% | +116.1% | -16.3% | +53.5% |
| 10Y | +183.2% | +280.6% | -97.4% | +76.1% |
| All | +183.2% | +277.3% | -94.1% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling