+416.2%
QCOM vs SLV
+263.3%
+152.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.7% | +5.5% |
| 7D | +0.4% | +5.1% | -4.7% | -0.5% |
| 30D | -6.6% | -12.9% | +6.3% | -4.4% |
| 3M | +3.7% | -16.1% | +19.8% | +6.7% |
| 6M | -13.3% | -33.2% | +19.8% | -7.4% |
| YTD | -1.8% | -27.2% | +25.5% | +1.3% |
| 1Y | -2.5% | +7.6% | -10.1% | -5.7% |
| 3Y | +47.0% | +122.3% | -75.4% | +26.6% |
| 5Y | +13.1% | +109.7% | -96.6% | -2.6% |
| 10Y | +224.7% | +168.4% | +56.2% | +165.9% |
| All | +416.2% | +263.3% | +152.9% | +259.6% |
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