+50.8%
SLV vs XYL
+394.7%
-344.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -1.1% | -5.9% | +4.8% | -0.2% |
| 30D | -14.2% | -7.3% | -6.9% | -13.4% |
| 3M | -20.3% | -22.5% | +2.2% | -17.4% |
| 6M | -40.2% | -14.4% | -25.8% | -39.0% |
| YTD | -27.6% | -29.4% | +1.8% | -24.2% |
| 1Y | +0.4% | -35.6% | +36.0% | +6.7% |
| 3Y | +129.4% | +0.3% | +129.1% | +126.2% |
| 5Y | +99.8% | -22.3% | +122.1% | +102.4% |
| 10Y | +183.2% | +103.2% | +80.0% | +145.1% |
| All | +50.8% | +394.7% | -344.0% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling