+261.8%
XOM vs SLV
+170.6%
+91.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +2.0% |
| 7D | 0.0% | +2.8% | -2.7% | -0.2% |
| 30D | +3.4% | +2.2% | +1.2% | +3.1% |
| 3M | +11.0% | +2.9% | +8.1% | +10.4% |
| 6M | +10.6% | -22.4% | +33.0% | +13.3% |
| YTD | +39.2% | -5.7% | +45.0% | +33.5% |
| 1Y | +52.7% | +63.3% | -10.6% | +28.9% |
| 3Y | +56.8% | +189.0% | -132.2% | +12.2% |
| 5Y | +261.8% | +172.7% | +89.1% | +164.1% |
| All | +261.8% | +170.6% | +91.2% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling