+183.2%
SLV vs XRT
+145.8%
+37.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -1.1% | -1.4% | +0.4% | -0.8% |
| 30D | -14.2% | +9.8% | -23.9% | -15.6% |
| 3M | -20.3% | +3.3% | -23.6% | -20.9% |
| 6M | -40.2% | +13.6% | -53.8% | -41.7% |
| YTD | -27.6% | +9.1% | -36.6% | -28.8% |
| 1Y | +0.4% | +15.1% | -14.6% | -2.1% |
| 3Y | +129.4% | +59.9% | +69.4% | +111.0% |
| 5Y | +99.8% | -1.7% | +101.5% | +95.1% |
| 10Y | +183.2% | +141.1% | +42.1% | +128.1% |
| All | +183.2% | +145.8% | +37.4% | +128.1% |
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