+128.1%
LQD vs SLV
+363.7%
-235.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -0.8% | +6.7% | -7.5% | -1.1% |
| 3M | -1.9% | -10.7% | +8.8% | -1.6% |
| 6M | -2.7% | -20.6% | +17.9% | -2.0% |
| YTD | -1.3% | -7.1% | +5.9% | -1.8% |
| 1Y | 0.0% | +62.0% | -62.0% | -3.2% |
| 3Y | +14.9% | +169.8% | -154.9% | +8.2% |
| 5Y | -4.6% | +161.5% | -166.0% | -10.4% |
| 10Y | +22.0% | +224.4% | -202.4% | +12.5% |
| All | +128.1% | +363.7% | -235.6% | +104.4% |
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