+426.6%
QCOM vs SLV
+363.7%
+62.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +3.3% | -0.3% | +3.7% | +3.4% |
| 30D | +7.7% | +6.7% | +1.0% | +6.5% |
| 3M | -30.1% | -10.7% | -19.4% | -28.8% |
| 6M | +22.8% | -20.6% | +43.4% | +27.0% |
| YTD | +0.2% | -7.1% | +7.3% | -0.8% |
| 1Y | +7.9% | +62.0% | -54.1% | -2.6% |
| 3Y | +55.8% | +169.8% | -114.0% | +29.7% |
| 5Y | +30.1% | +161.5% | -131.4% | +7.9% |
| 10Y | +248.9% | +224.4% | +24.5% | +176.0% |
| All | +426.6% | +363.7% | +62.9% | +252.3% |
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