+413.5%
SLV vs QID
-100.0%
+513.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.4% |
| 30D | +6.7% | 0.0% | +6.7% | +6.8% |
| 3M | -10.7% | +3.7% | -14.4% | -9.4% |
| 6M | -20.6% | -29.9% | +9.3% | -23.5% |
| YTD | -7.1% | -28.8% | +21.6% | -9.9% |
| 1Y | +62.0% | -37.2% | +99.2% | +55.0% |
| 3Y | +169.8% | -73.7% | +243.5% | +136.1% |
| 5Y | +161.5% | -80.7% | +242.2% | +128.3% |
| 10Y | +224.4% | -99.1% | +323.5% | +104.1% |
| All | +413.5% | -100.0% | +513.5% | +109.0% |
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