+81.6%
XLF vs SLV
+118.7%
-37.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.9% |
| 7D | +2.7% | -5.8% | +8.5% | +3.0% |
| 30D | +7.6% | -12.1% | +19.8% | +8.3% |
| 3M | +1.1% | -24.1% | +25.2% | +2.3% |
| 6M | +15.9% | -44.4% | +60.3% | +18.8% |
| YTD | +8.4% | -31.5% | +39.9% | +7.9% |
| 1Y | +12.5% | -6.9% | +19.4% | +8.8% |
| 3Y | +81.6% | +116.0% | -34.5% | +57.2% |
| All | +81.6% | +118.7% | -37.1% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling