+103.2%
SLV vs XYZ
-62.8%
+166.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | -0.1% | -3.0% |
| 7D | +3.7% | +12.6% | -8.9% | +2.1% |
| 30D | -15.2% | +10.8% | -25.9% | -16.2% |
| 3M | -21.8% | +8.4% | -30.1% | -22.6% |
| 6M | -36.3% | +14.3% | -50.7% | -37.5% |
| YTD | -27.8% | +31.5% | -59.3% | -30.5% |
| 1Y | +1.5% | +28.1% | -26.6% | -2.0% |
| 3Y | +128.5% | +66.2% | +62.3% | +112.0% |
| 5Y | +103.2% | -62.3% | +165.6% | +100.4% |
| All | +103.2% | -62.8% | +166.0% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling