+175.8%
SLV vs XYL
+100.4%
+75.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -5.8% | -3.7% | -2.1% | -5.3% |
| 30D | -12.1% | -8.3% | -3.8% | -11.3% |
| 3M | -24.1% | -21.4% | -2.7% | -21.6% |
| 6M | -44.4% | -12.9% | -31.5% | -43.5% |
| YTD | -31.5% | -30.1% | -1.4% | -28.3% |
| 1Y | -6.9% | -35.2% | +28.2% | -1.5% |
| 3Y | +116.0% | -0.8% | +116.8% | +113.6% |
| 5Y | +88.4% | -23.2% | +111.7% | +90.6% |
| All | +175.8% | +100.4% | +75.4% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling