+227.3%
XLI vs SLV
+178.7%
+48.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.5% |
| 7D | +4.3% | -3.9% | +8.1% | +4.8% |
| 30D | +0.5% | -15.6% | +16.1% | +2.5% |
| 3M | -8.6% | -23.6% | +15.0% | -5.6% |
| 6M | -2.3% | -42.6% | +40.2% | +4.2% |
| YTD | +10.1% | -30.0% | +40.1% | +11.6% |
| 1Y | +11.0% | -6.6% | +17.6% | +7.4% |
| 3Y | +72.3% | +121.8% | -49.5% | +43.3% |
| 5Y | +70.8% | +92.7% | -21.8% | +43.2% |
| All | +227.3% | +178.7% | +48.7% | +138.6% |
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