+534.7%
QQQ vs SLV
+172.6%
+362.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +3.6% | -5.8% | +9.5% | +4.7% |
| 30D | -6.7% | -12.1% | +5.4% | -4.7% |
| 3M | -7.0% | -24.1% | +17.1% | -2.7% |
| 6M | -4.7% | -44.4% | +39.7% | +4.7% |
| YTD | +11.1% | -31.5% | +42.5% | +14.0% |
| 1Y | +12.3% | -6.9% | +19.2% | +8.0% |
| 3Y | +83.3% | +116.0% | -32.7% | +46.7% |
| 5Y | +77.5% | +88.4% | -10.9% | +43.5% |
| All | +534.7% | +172.6% | +362.1% | +348.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling