+241.3%
SLV vs XYZ
+664.1%
-422.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | -0.1% | -3.1% |
| 7D | +3.7% | +12.6% | -8.9% | +2.4% |
| 30D | -15.2% | +10.8% | -25.9% | -16.0% |
| 3M | -21.8% | +8.4% | -30.1% | -22.4% |
| 6M | -36.3% | +14.3% | -50.7% | -37.3% |
| YTD | -27.8% | +31.5% | -59.3% | -30.0% |
| 1Y | +1.5% | +28.1% | -26.6% | -1.3% |
| 3Y | +128.5% | +66.2% | +62.3% | +113.8% |
| 5Y | +103.2% | -62.3% | +165.6% | +104.4% |
| 10Y | +164.7% | +634.6% | -469.9% | +148.6% |
| All | +241.3% | +664.1% | -422.8% | +220.4% |
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 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