+14.1%
QCOM vs SLV
+90.3%
-76.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.1% |
| 7D | +4.3% | -5.8% | +10.1% | +5.8% |
| 30D | -0.1% | -12.1% | +12.0% | +3.2% |
| 3M | +5.2% | -24.1% | +29.4% | +12.4% |
| 6M | -18.4% | -44.4% | +26.0% | -6.9% |
| YTD | +2.4% | -31.5% | +33.9% | +6.6% |
| 1Y | +0.9% | -6.9% | +7.8% | -3.8% |
| 3Y | +48.4% | +116.0% | -67.6% | +11.3% |
| All | +14.1% | +90.3% | -76.2% | -11.1% |
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