+175.8%
SLV vs XOP
+53.9%
+122.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -5.8% | +6.3% | -12.2% | -6.5% |
| 30D | -12.1% | -6.6% | -5.5% | -11.6% |
| 3M | -24.1% | +3.6% | -27.7% | -24.6% |
| 6M | -44.4% | +10.8% | -55.1% | -45.2% |
| YTD | -31.5% | +48.3% | -79.8% | -35.2% |
| 1Y | -6.9% | +42.9% | -49.9% | -11.5% |
| 3Y | +116.0% | +43.3% | +72.7% | +104.2% |
| 5Y | +88.4% | +94.0% | -5.5% | +72.2% |
| All | +175.8% | +53.9% | +122.0% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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