+10.0%
SLV vs Q
+80.0%
-70.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.5% |
| 7D | -1.1% | +6.6% | -7.6% | -3.6% |
| 30D | -14.2% | +2.7% | -16.9% | -15.3% |
| 3M | -20.3% | -8.4% | -11.9% | -18.3% |
| 6M | -40.2% | -17.3% | -22.9% | -37.4% |
| YTD | -27.6% | +55.3% | -82.9% | -37.4% |
| 1Y | +0.4% | +31.5% | -31.0% | -11.4% |
| All | +10.0% | +80.0% | -70.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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