+212.8%
XOM vs SLV
+94.7%
+118.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.1% |
| 7D | +2.7% | -3.9% | +6.6% | +3.0% |
| 30D | -2.5% | -15.6% | +13.2% | -1.1% |
| 3M | +7.0% | -23.6% | +30.6% | +9.4% |
| 6M | +14.2% | -42.6% | +56.8% | +20.2% |
| YTD | +43.9% | -30.0% | +73.9% | +41.5% |
| 1Y | +47.9% | -6.6% | +54.5% | +36.4% |
| 3Y | +80.6% | +121.8% | -41.2% | +31.4% |
| 5Y | +212.8% | +92.7% | +120.1% | +134.3% |
| All | +212.8% | +94.7% | +118.1% | +134.3% |
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