+73.6%
XLF vs SLV
+185.9%
-112.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.5% |
| 7D | -1.0% | +2.8% | -3.8% | -1.2% |
| 30D | -1.3% | +2.2% | -3.5% | -1.4% |
| 3M | +9.1% | +2.9% | +6.3% | +8.9% |
| 6M | +14.4% | -22.4% | +36.8% | +15.4% |
| YTD | +5.1% | -5.7% | +10.8% | +3.2% |
| 1Y | +8.6% | +63.3% | -54.7% | +1.2% |
| All | +73.6% | +185.9% | -112.2% | +50.5% |
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