+163.9%
XLE vs SLV
+163.3%
+0.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.9% |
| 7D | -6.7% | +3.7% | -10.4% | -7.3% |
| 30D | -4.4% | -15.2% | +10.7% | -2.2% |
| 3M | +4.0% | -21.8% | +25.8% | +7.5% |
| 6M | +13.2% | -36.3% | +49.5% | +20.3% |
| YTD | +41.9% | -27.8% | +69.7% | +40.7% |
| 1Y | +41.6% | +1.5% | +40.1% | +28.7% |
| 3Y | +64.0% | +128.5% | -64.5% | +18.8% |
| 5Y | +158.1% | +103.2% | +54.9% | +89.5% |
| 10Y | +163.9% | +164.7% | -0.7% | +60.9% |
| All | +163.9% | +163.3% | +0.6% | +60.9% |
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