+167.2%
XLE vs SLV
+170.8%
-3.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -12.0% | +5.1% | -17.1% | -12.7% |
| 30D | -2.7% | -12.9% | +10.2% | -0.9% |
| 3M | +6.6% | -16.1% | +22.7% | +9.0% |
| 6M | +9.5% | -33.2% | +42.7% | +15.5% |
| YTD | +40.6% | -27.2% | +67.8% | +39.2% |
| 1Y | +43.6% | +7.6% | +36.0% | +28.7% |
| 3Y | +58.1% | +122.3% | -64.3% | +15.4% |
| 5Y | +152.2% | +109.7% | +42.5% | +83.9% |
| All | +167.2% | +170.8% | -3.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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