+93.3%
SLV vs XYL
+449.8%
-356.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | -0.3% | -5.0% | +4.7% | +0.5% |
| 30D | +6.7% | -13.2% | +19.9% | +9.1% |
| 3M | -10.7% | -3.7% | -7.0% | -10.3% |
| 6M | -20.6% | -17.7% | -2.9% | -18.4% |
| YTD | -7.1% | -21.5% | +14.4% | -4.0% |
| 1Y | +62.0% | -24.5% | +86.5% | +68.4% |
| 3Y | +169.8% | +6.9% | +162.9% | +164.1% |
| 5Y | +161.5% | -18.1% | +179.5% | +163.2% |
| 10Y | +224.4% | +134.7% | +89.7% | +175.1% |
| All | +93.3% | +449.8% | -356.4% | +32.9% |
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 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