+167.8%
SLV vs XYL
-14.7%
+182.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -1.3% |
| 7D | +2.5% | +1.8% | +0.7% | +2.1% |
| 30D | +3.3% | -9.2% | +12.5% | +5.2% |
| 3M | -3.6% | -0.3% | -3.3% | -3.9% |
| 6M | -21.8% | -11.0% | -10.9% | -20.3% |
| YTD | -7.8% | -19.2% | +11.4% | -4.7% |
| 1Y | +58.3% | -21.2% | +79.5% | +64.4% |
| 3Y | +182.6% | +18.6% | +164.0% | +167.7% |
| 5Y | +167.8% | -14.3% | +182.1% | +159.7% |
| All | +167.8% | -14.7% | +182.5% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling