+4.1%
SLV vs Q
+68.3%
-64.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.9% |
| 7D | -5.8% | +1.2% | -7.0% | -6.2% |
| 30D | -12.1% | -2.7% | -9.4% | -11.6% |
| 3M | -24.1% | -16.9% | -7.2% | -19.4% |
| 6M | -44.4% | -26.9% | -17.5% | -38.8% |
| YTD | -31.5% | +45.2% | -76.7% | -39.3% |
| 1Y | -6.9% | +38.1% | -45.1% | -16.6% |
| All | +4.1% | +68.3% | -64.2% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling