+235.3%
SLV vs XME
+412.4%
-177.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.6% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +2.2% | +1.4% | +0.8% | +1.5% |
| 3M | +2.9% | +2.7% | +0.2% | +1.7% |
| 6M | -22.4% | +6.5% | -28.9% | -24.1% |
| YTD | -5.7% | +15.2% | -20.9% | -8.6% |
| 1Y | +63.3% | +43.5% | +19.8% | +46.0% |
| 3Y | +189.0% | +135.9% | +53.1% | +114.6% |
| 5Y | +172.7% | +181.5% | -8.8% | +87.0% |
| 10Y | +235.3% | +436.9% | -201.6% | +75.7% |
| All | +235.3% | +412.4% | -177.1% | +75.7% |
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