+10.3%
SLV vs XYL
-30.7%
+41.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | +4.4% |
| 7D | -3.9% | +14.5% | -18.4% | -5.6% |
| 30D | -14.5% | -1.3% | -13.1% | -14.8% |
| 3M | -12.4% | -17.0% | +4.6% | -9.7% |
| 6M | -28.5% | -11.3% | -17.2% | -28.1% |
| YTD | -26.8% | -25.0% | -1.8% | -27.7% |
| 1Y | +10.3% | -31.5% | +41.9% | +16.8% |
| All | +10.3% | -30.7% | +41.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling