+132.7%
SLV vs XYL
+5.6%
+127.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.5% |
| 7D | +5.6% | +2.1% | +3.6% | +5.3% |
| 30D | -12.1% | -3.4% | -8.8% | -12.0% |
| 3M | -16.3% | -17.2% | +0.9% | -13.6% |
| 6M | -34.1% | -12.0% | -22.0% | -33.1% |
| YTD | -25.3% | -26.3% | +1.0% | -22.1% |
| 1Y | +9.6% | -33.5% | +43.1% | +16.6% |
| 3Y | +132.7% | +6.4% | +126.3% | +96.5% |
| All | +132.7% | +5.6% | +127.1% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling