+124.4%
SLV vs QS
-47.4%
+171.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.3% |
| 7D | -5.0% | -5.0% | -0.1% | -4.8% |
| 30D | -1.8% | -18.3% | +16.5% | -0.9% |
| 3M | -0.3% | -26.0% | +25.7% | +0.9% |
| 6M | -28.2% | -24.0% | -4.2% | -27.4% |
| YTD | -10.7% | -50.3% | +39.5% | -8.6% |
| 1Y | +53.7% | -38.0% | +91.7% | +56.4% |
| 3Y | +173.7% | -24.6% | +198.3% | +174.0% |
| 5Y | +161.5% | -75.4% | +236.9% | +161.8% |
| All | +124.4% | -47.4% | +171.8% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling