+182.0%
SLV vs QLD
+1,508.4%
-1,326.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.2% |
| 7D | -3.9% | +12.5% | -16.4% | -5.9% |
| 30D | -15.6% | -15.7% | +0.1% | -13.2% |
| 3M | -23.6% | -11.9% | -11.7% | -22.0% |
| 6M | -42.6% | -10.3% | -32.3% | -41.5% |
| YTD | -30.0% | +15.6% | -45.6% | -31.4% |
| 1Y | -6.6% | +12.1% | -18.8% | -8.1% |
| 3Y | +121.8% | +150.7% | -28.8% | +92.3% |
| 5Y | +92.7% | +86.6% | +6.0% | +67.3% |
| All | +182.0% | +1,508.4% | -1,326.4% | +95.2% |
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