+128.5%
SLV vs QID
-71.7%
+200.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.0% |
| 7D | +3.7% | +1.8% | +1.9% | +4.6% |
| 30D | -15.2% | +21.6% | -36.8% | -8.6% |
| 3M | -21.8% | +12.6% | -34.4% | -17.4% |
| 6M | -36.3% | +6.9% | -43.2% | -32.6% |
| YTD | -27.8% | -20.5% | -7.3% | -28.6% |
| 1Y | +1.5% | -18.1% | +19.6% | +1.2% |
| 3Y | +128.5% | -70.7% | +199.2% | +93.5% |
| All | +128.5% | -71.7% | +200.2% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling