+248.8%
XLF vs SLV
+224.3%
+24.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -1.5% | -2.8% | +1.4% | -1.2% |
| 30D | -1.2% | -1.6% | +0.4% | -1.1% |
| 3M | +9.2% | -4.4% | +13.6% | +9.4% |
| 6M | +16.3% | -25.4% | +41.7% | +18.6% |
| YTD | +5.4% | -9.8% | +15.2% | +3.8% |
| 1Y | +7.6% | +53.8% | -46.2% | -0.6% |
| 3Y | +74.2% | +174.7% | -100.5% | +48.9% |
| 5Y | +66.1% | +164.3% | -98.2% | +40.9% |
| All | +248.8% | +224.3% | +24.5% | +170.2% |
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