+133.5%
SLV vs QS
-44.4%
+177.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | +6.7% | -0.7% | +7.4% | +6.7% |
| 3M | -10.7% | -39.6% | +29.0% | -8.9% |
| 6M | -20.6% | -21.7% | +1.1% | -19.9% |
| YTD | -7.1% | -47.4% | +40.3% | -5.1% |
| 1Y | +62.0% | -28.4% | +90.3% | +64.0% |
| 3Y | +169.8% | -22.6% | +192.4% | +169.6% |
| 5Y | +161.5% | -75.6% | +237.0% | +161.0% |
| All | +133.5% | -44.4% | +177.9% | +141.9% |
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