+483.2%
SLV vs XME
+242.3%
+240.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +6.7% | +6.0% | +0.7% | +4.3% |
| 3M | -10.7% | -7.7% | -3.0% | -7.6% |
| 6M | -20.6% | +1.0% | -21.6% | -20.4% |
| YTD | -7.1% | +14.6% | -21.8% | -9.7% |
| 1Y | +62.0% | +46.0% | +16.0% | +44.5% |
| 3Y | +169.8% | +127.0% | +42.8% | +104.2% |
| 5Y | +161.5% | +175.8% | -14.4% | +80.5% |
| 10Y | +224.4% | +414.6% | -190.2% | +68.8% |
| All | +483.2% | +242.3% | +240.9% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling