+171.1%
SLV vs QLD
+1,375.1%
-1,204.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.6% |
| 7D | +5.1% | -10.3% | +15.4% | +6.9% |
| 30D | -12.9% | -26.1% | +13.1% | -8.2% |
| 3M | -16.1% | -17.8% | +1.7% | -13.2% |
| 6M | -33.2% | -15.6% | -17.6% | -31.2% |
| YTD | -27.2% | +5.4% | -32.6% | -27.5% |
| 1Y | +7.6% | +5.2% | +2.4% | +7.3% |
| 3Y | +122.3% | +139.4% | -17.1% | +94.7% |
| 5Y | +109.7% | +66.7% | +43.0% | +85.6% |
| All | +171.1% | +1,375.1% | -1,204.0% | +86.8% |
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