+167.8%
SLV vs QS
-74.6%
+242.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | +2.5% | +2.2% | +0.3% | +2.3% |
| 30D | +3.3% | -8.1% | +11.3% | +4.0% |
| 3M | -3.6% | -27.0% | +23.4% | -1.3% |
| 6M | -21.8% | -16.4% | -5.4% | -20.8% |
| YTD | -7.8% | -46.4% | +38.5% | -3.8% |
| 1Y | +58.3% | -41.1% | +99.4% | +63.3% |
| 3Y | +182.6% | -18.6% | +201.2% | +177.4% |
| 5Y | +167.8% | -73.0% | +240.8% | +172.4% |
| All | +167.8% | -74.6% | +242.4% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling