+483.2%
SLV vs XRT
+514.3%
-31.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +6.7% | -4.2% | +10.9% | +7.4% |
| 3M | -10.7% | +5.1% | -15.8% | -11.4% |
| 6M | -20.6% | +2.4% | -23.0% | -21.0% |
| YTD | -7.1% | +3.2% | -10.3% | -7.6% |
| 1Y | +62.0% | +1.5% | +60.5% | +61.4% |
| 3Y | +169.8% | +40.6% | +129.3% | +155.5% |
| 5Y | +161.5% | -1.0% | +162.4% | +156.2% |
| 10Y | +224.4% | +128.4% | +96.0% | +176.1% |
| All | +483.2% | +514.3% | -31.1% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling