+169.4%
XLV vs SLV
+224.3%
-54.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -3.6% | -2.8% | -0.7% | -3.3% |
| 30D | -1.8% | -1.6% | -0.2% | -1.8% |
| 3M | +7.8% | -4.4% | +12.2% | +8.0% |
| 6M | +9.1% | -25.4% | +34.5% | +11.2% |
| YTD | +7.7% | -9.8% | +17.5% | +6.3% |
| 1Y | +20.4% | +53.8% | -33.4% | +12.0% |
| 3Y | +30.8% | +174.7% | -143.9% | +13.0% |
| 5Y | +34.6% | +164.3% | -129.7% | +15.7% |
| All | +169.4% | +224.3% | -54.9% | +116.7% |
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