+124.7%
LQD vs SLV
+249.8%
-125.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | -1.5% | -3.9% | +2.3% | -1.4% |
| 30D | +0.9% | -15.6% | +16.5% | +1.5% |
| 3M | -1.7% | -23.6% | +21.9% | -0.7% |
| 6M | -2.8% | -42.6% | +39.8% | -0.7% |
| YTD | -2.8% | -30.0% | +27.2% | -2.2% |
| 1Y | -2.8% | -6.6% | +3.8% | -3.6% |
| 3Y | +15.5% | +121.8% | -106.4% | +9.5% |
| 5Y | -4.9% | +92.7% | -97.6% | -9.6% |
| 10Y | +24.9% | +174.0% | -149.1% | +16.1% |
| All | +124.7% | +249.8% | -125.1% | +103.6% |
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