+175.9%
SLV vs XRT
+163.3%
+12.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.0% |
| 7D | +5.6% | +2.5% | +3.2% | +5.2% |
| 30D | -12.1% | +10.3% | -22.5% | -13.7% |
| 3M | -16.3% | +2.4% | -18.7% | -16.7% |
| 6M | -34.1% | +10.0% | -44.0% | -35.3% |
| YTD | -25.3% | +9.5% | -34.8% | -26.6% |
| 1Y | +9.6% | +17.2% | -7.6% | +6.5% |
| 3Y | +132.7% | +62.0% | +70.7% | +113.8% |
| 5Y | +113.7% | -2.1% | +115.8% | +108.7% |
| 10Y | +175.9% | +152.6% | +23.3% | +124.5% |
| All | +175.9% | +163.3% | +12.6% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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