+235.3%
SLV vs QID
-99.1%
+334.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.4% |
| 7D | +2.8% | -1.9% | +4.7% | +2.5% |
| 30D | +2.2% | +1.7% | +0.5% | +2.6% |
| 3M | +2.9% | -3.9% | +6.8% | +3.0% |
| 6M | -22.4% | -30.0% | +7.6% | -25.5% |
| YTD | -5.7% | -28.2% | +22.5% | -8.7% |
| 1Y | +63.3% | -35.6% | +99.0% | +56.4% |
| 3Y | +189.0% | -74.3% | +263.3% | +151.7% |
| 5Y | +172.7% | -80.8% | +253.5% | +136.9% |
| 10Y | +235.3% | -99.2% | +334.4% | +126.7% |
| All | +235.3% | -99.1% | +334.4% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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