+11.2%
QCOM vs SLV
+107.9%
-96.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.6% |
| 7D | +0.4% | +5.1% | -4.7% | -0.9% |
| 30D | -6.6% | -12.9% | +6.3% | -3.4% |
| 3M | +3.7% | -16.1% | +19.8% | +8.0% |
| 6M | -13.3% | -33.2% | +19.8% | -4.9% |
| YTD | -1.8% | -27.2% | +25.5% | +0.8% |
| 1Y | -2.5% | +7.6% | -10.1% | -10.5% |
| 3Y | +47.0% | +122.3% | -75.4% | +9.6% |
| All | +11.2% | +107.9% | -96.8% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling