+72.2%
SLV vs QS
-62.6%
+134.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -1.9% |
| 7D | -5.8% | -14.0% | +8.2% | -5.2% |
| 30D | -12.1% | -6.4% | -5.8% | -11.9% |
| 3M | -24.1% | -40.3% | +16.1% | -22.4% |
| 6M | -44.4% | -57.5% | +13.1% | -42.4% |
| YTD | -31.5% | -64.7% | +33.2% | -28.8% |
| 1Y | -6.9% | -72.9% | +65.9% | -2.7% |
| 3Y | +116.0% | -33.5% | +149.5% | +119.1% |
| 5Y | +88.4% | -90.5% | +178.9% | +90.4% |
| All | +72.2% | -62.6% | +134.9% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling