+25.2%
LQD vs SLV
+172.6%
-147.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -1.6% | -5.8% | +4.2% | -1.3% |
| 30D | +0.5% | -12.1% | +12.7% | +1.3% |
| 3M | -2.3% | -24.1% | +21.8% | -0.8% |
| 6M | -3.1% | -44.4% | +41.3% | +0.2% |
| YTD | -3.0% | -31.5% | +28.5% | -2.5% |
| 1Y | -2.6% | -6.9% | +4.4% | -4.7% |
| 3Y | +15.2% | +116.0% | -100.8% | +3.2% |
| 5Y | -5.2% | +88.4% | -93.6% | -14.7% |
| All | +25.2% | +172.6% | -147.4% | +3.3% |
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 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