+406.3%
XOM vs SLV
+363.7%
+42.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +5.9% | +6.7% | -0.8% | +4.6% |
| 3M | +5.6% | -10.7% | +16.3% | +7.1% |
| 6M | +7.9% | -20.6% | +28.5% | +10.6% |
| YTD | +35.2% | -7.1% | +42.3% | +31.2% |
| 1Y | +46.0% | +62.0% | -16.0% | +25.9% |
| 3Y | +55.0% | +169.8% | -114.8% | +18.9% |
| 5Y | +246.3% | +161.5% | +84.9% | +164.5% |
| 10Y | +181.0% | +224.4% | -43.4% | +98.0% |
| All | +406.3% | +363.7% | +42.6% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling