+214.3%
XLF vs SLV
+363.7%
-149.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +0.2% | +6.7% | -6.5% | -0.5% |
| 3M | +11.7% | -10.7% | +22.4% | +12.6% |
| 6M | +13.8% | -20.6% | +34.4% | +15.6% |
| YTD | +7.0% | -7.1% | +14.1% | +5.5% |
| 1Y | +9.1% | +62.0% | -52.8% | +1.1% |
| 3Y | +75.6% | +169.8% | -94.2% | +52.9% |
| 5Y | +66.4% | +161.5% | -95.0% | +44.2% |
| 10Y | +250.3% | +224.4% | +25.9% | +190.3% |
| All | +214.3% | +363.7% | -149.4% | +121.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling