+137.0%
SLV vs QS
-47.0%
+184.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.6% | +8.9% | +2.6% |
| 7D | +2.8% | -4.2% | +7.0% | +3.0% |
| 30D | +2.2% | -15.7% | +17.9% | +3.0% |
| 3M | +2.9% | -28.7% | +31.6% | +4.2% |
| 6M | -22.4% | -23.2% | +0.8% | -21.6% |
| YTD | -5.7% | -49.9% | +44.2% | -3.5% |
| 1Y | +63.3% | -38.8% | +102.1% | +66.2% |
| 3Y | +189.0% | -24.0% | +213.0% | +189.3% |
| 5Y | +172.7% | -75.6% | +248.2% | +172.9% |
| All | +137.0% | -47.0% | +184.0% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling