+128.5%
SLV vs QS
-18.0%
+146.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -3.1% |
| 7D | +3.7% | +8.0% | -4.4% | +2.7% |
| 30D | -15.2% | -2.8% | -12.3% | -15.0% |
| 3M | -21.8% | -28.1% | +6.3% | -18.9% |
| 6M | -36.3% | -41.0% | +4.6% | -32.8% |
| YTD | -27.8% | -57.3% | +29.4% | -22.1% |
| 1Y | +1.5% | -72.7% | +74.2% | +12.1% |
| 3Y | +128.5% | -18.6% | +147.2% | +129.5% |
| All | +128.5% | -18.0% | +146.6% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling