+152.0%
QQQM vs SLV
+156.0%
-4.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.6% | -2.8% | +2.3% | -0.1% |
| 30D | -1.2% | -1.6% | +0.4% | -1.0% |
| 3M | -0.1% | -4.4% | +4.3% | +0.4% |
| 6M | +18.0% | -25.4% | +43.4% | +22.4% |
| YTD | +16.7% | -9.8% | +26.5% | +14.1% |
| 1Y | +23.0% | +53.8% | -30.8% | +7.7% |
| 3Y | +93.3% | +174.7% | -81.3% | +49.0% |
| 5Y | +96.3% | +164.3% | -68.0% | +48.2% |
| All | +152.0% | +156.0% | -4.0% | +86.6% |
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 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