+441.6%
XOM vs SLV
+242.1%
+199.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +2.8% | -5.8% | +8.7% | +3.8% |
| 30D | -3.6% | -12.1% | +8.5% | -1.8% |
| 3M | +8.2% | -24.1% | +32.4% | +12.6% |
| 6M | +14.0% | -44.4% | +58.4% | +24.4% |
| YTD | +44.6% | -31.5% | +76.1% | +46.9% |
| 1Y | +47.8% | -6.9% | +54.7% | +40.7% |
| 3Y | +79.6% | +116.0% | -36.4% | +41.9% |
| 5Y | +214.3% | +88.4% | +125.9% | +152.6% |
| 10Y | +204.0% | +167.9% | +36.1% | +119.3% |
| All | +441.6% | +242.1% | +199.5% | +199.4% |
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