+205.4%
XOM vs SLV
+172.6%
+32.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +2.8% | -5.8% | +8.7% | +3.5% |
| 30D | -3.6% | -12.1% | +8.5% | -2.4% |
| 3M | +8.2% | -24.1% | +32.4% | +11.3% |
| 6M | +14.0% | -44.4% | +58.4% | +21.6% |
| YTD | +44.6% | -31.5% | +76.1% | +44.7% |
| 1Y | +47.8% | -6.9% | +54.7% | +39.2% |
| 3Y | +79.6% | +116.0% | -36.4% | +41.2% |
| 5Y | +214.3% | +88.4% | +125.9% | +150.0% |
| All | +205.4% | +172.6% | +32.8% | +109.7% |
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