+182.0%
SLV vs XYZ
+578.7%
-396.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.8% | -2.8% |
| 7D | -3.9% | -2.1% | -1.7% | -3.6% |
| 30D | -15.6% | +7.0% | -22.7% | -16.3% |
| 3M | -23.6% | +5.1% | -28.7% | -24.1% |
| 6M | -42.6% | +14.1% | -56.6% | -43.5% |
| YTD | -30.0% | +26.4% | -56.3% | -31.9% |
| 1Y | -6.6% | +25.1% | -31.7% | -9.2% |
| 3Y | +121.8% | +59.7% | +62.1% | +106.7% |
| 5Y | +92.7% | -63.8% | +156.5% | +96.1% |
| All | +182.0% | +578.7% | -396.7% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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