+339.2%
SLV vs XYZ
+638.9%
-299.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | -1.0% | +0.6% | -0.2% |
| 30D | +6.7% | -1.7% | +8.4% | +6.8% |
| 3M | -10.7% | +16.7% | -27.4% | -12.1% |
| 6M | -20.6% | +26.9% | -47.5% | -22.5% |
| YTD | -7.1% | +27.1% | -34.3% | -9.5% |
| 1Y | +62.0% | +9.3% | +52.7% | +59.4% |
| 3Y | +169.8% | +42.3% | +127.6% | +155.3% |
| 5Y | +161.5% | -69.3% | +230.8% | +167.2% |
| 10Y | +224.4% | +586.8% | -362.4% | +205.6% |
| All | +339.2% | +638.9% | -299.7% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling