+389.2%
QCOM vs SLV
+263.8%
+125.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.4% |
| 7D | -15.5% | -0.7% | -14.7% | -15.3% |
| 30D | -13.4% | -15.4% | +2.0% | -10.9% |
| 3M | 0.0% | -16.3% | +16.3% | +3.0% |
| 6M | -15.2% | -28.8% | +13.6% | -10.3% |
| YTD | -6.9% | -27.1% | +20.2% | -4.0% |
| 1Y | -11.0% | +7.5% | -18.5% | -13.8% |
| 3Y | +39.8% | +121.2% | -81.4% | +20.5% |
| 5Y | +7.2% | +110.0% | -102.8% | -7.7% |
| 10Y | +207.7% | +168.8% | +38.9% | +151.9% |
| All | +389.2% | +263.8% | +125.4% | +240.7% |
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