+128.5%
SLV vs QLD
+149.5%
-21.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | +3.7% | -3.8% | +7.4% | +4.6% |
| 30D | -15.2% | -20.5% | +5.4% | -8.8% |
| 3M | -21.8% | -14.6% | -7.1% | -17.8% |
| 6M | -36.3% | -14.7% | -21.7% | -33.2% |
| YTD | -27.8% | +11.2% | -39.0% | -29.5% |
| 1Y | +1.5% | +7.1% | -5.6% | -0.2% |
| 3Y | +128.5% | +141.1% | -12.6% | +85.5% |
| All | +128.5% | +149.5% | -21.0% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling