+242.8%
QCOM vs SLV
+163.3%
+79.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +2.0% |
| 7D | +5.5% | +3.7% | +1.9% | +4.7% |
| 30D | -1.1% | -15.2% | +14.0% | +2.6% |
| 3M | +7.6% | -21.8% | +29.4% | +13.5% |
| 6M | -20.1% | -36.3% | +16.3% | -12.1% |
| YTD | +3.0% | -27.8% | +30.9% | +6.7% |
| 1Y | +3.2% | +1.5% | +1.7% | -1.5% |
| 3Y | +48.9% | +128.5% | -79.6% | +17.7% |
| 5Y | +21.1% | +103.2% | -82.2% | -3.5% |
| 10Y | +242.8% | +164.7% | +78.1% | +144.6% |
| All | +242.8% | +163.3% | +79.4% | +144.6% |
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 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