+300.4%
SLV vs QID
-100.0%
+400.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | -0.4% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -14.2% | +14.4% | -28.6% | -11.9% |
| 3M | -20.3% | +6.7% | -27.0% | -18.9% |
| 6M | -40.2% | +2.6% | -42.8% | -38.9% |
| YTD | -27.6% | -24.2% | -3.4% | -28.6% |
| 1Y | +0.4% | -22.3% | +22.7% | -0.4% |
| 3Y | +129.4% | -72.0% | +201.4% | +103.7% |
| 5Y | +99.8% | -78.2% | +177.9% | +78.7% |
| 10Y | +183.2% | -99.1% | +282.3% | +80.8% |
| All | +300.4% | -100.0% | +400.4% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling