+439.0%
XOM vs SLV
+249.8%
+189.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +2.4% |
| 7D | +2.7% | -3.9% | +6.6% | +3.3% |
| 30D | -2.5% | -15.6% | +13.2% | 0.0% |
| 3M | +7.0% | -23.6% | +30.6% | +11.2% |
| 6M | +14.2% | -42.6% | +56.8% | +23.9% |
| YTD | +43.9% | -30.0% | +73.9% | +45.7% |
| 1Y | +47.9% | -6.6% | +54.5% | +40.8% |
| 3Y | +80.6% | +121.8% | -41.2% | +42.0% |
| 5Y | +212.8% | +92.7% | +120.1% | +150.5% |
| 10Y | +202.6% | +174.0% | +28.6% | +117.5% |
| All | +439.0% | +249.8% | +189.3% | +197.0% |
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