+235.3%
SLV vs XYL
+140.7%
+94.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.3% | +2.4% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | +2.2% | -10.8% | +13.0% | +3.9% |
| 3M | +2.9% | -2.5% | +5.4% | +3.1% |
| 6M | -22.4% | -12.2% | -10.2% | -21.1% |
| YTD | -5.7% | -20.1% | +14.3% | -3.0% |
| 1Y | +63.3% | -20.6% | +84.0% | +68.1% |
| 3Y | +189.0% | +17.3% | +171.7% | +179.5% |
| 5Y | +172.7% | -14.5% | +187.2% | +171.9% |
| 10Y | +235.3% | +150.2% | +85.1% | +210.2% |
| All | +235.3% | +140.7% | +94.6% | +210.2% |
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