+22.2%
LQD vs SLV
+220.9%
-198.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.4% | -0.6% |
| 7D | -1.1% | -5.0% | +4.0% | -0.8% |
| 30D | -1.1% | -1.8% | +0.7% | -1.1% |
| 3M | -2.3% | -0.3% | -2.1% | -2.5% |
| 6M | -2.9% | -28.2% | +25.3% | -1.2% |
| YTD | -2.3% | -10.7% | +8.4% | -3.3% |
| 1Y | -2.2% | +53.7% | -55.9% | -7.9% |
| 3Y | +14.0% | +173.7% | -159.7% | +0.9% |
| 5Y | -5.8% | +161.5% | -167.3% | -16.9% |
| All | +22.2% | +220.9% | -198.7% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling