+171.4%
SLV vs QLD
+1,338.5%
-1,167.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.7% | +12.2% | +1.8% |
| 7D | -0.7% | -18.6% | +17.8% | +2.8% |
| 30D | -15.4% | -28.3% | +12.9% | -10.3% |
| 3M | -16.3% | -20.4% | +4.1% | -12.9% |
| 6M | -28.8% | -14.3% | -14.5% | -26.8% |
| YTD | -27.1% | +2.8% | -29.9% | -27.1% |
| 1Y | +7.5% | -1.2% | +8.7% | +8.2% |
| 3Y | +121.2% | +135.3% | -14.2% | +94.4% |
| 5Y | +110.0% | +62.6% | +47.4% | +86.7% |
| All | +171.4% | +1,338.5% | -1,167.1% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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