+175.8%
SLV vs QSR
+137.6%
+38.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -5.8% | -2.9% | -2.9% | -5.4% |
| 30D | -12.1% | +4.1% | -16.3% | -12.7% |
| 3M | -24.1% | -0.7% | -23.5% | -24.1% |
| 6M | -44.4% | +0.4% | -44.8% | -44.6% |
| YTD | -31.5% | +13.5% | -45.0% | -33.3% |
| 1Y | -6.9% | +11.0% | -17.9% | -9.1% |
| 3Y | +116.0% | +22.0% | +94.0% | +106.0% |
| 5Y | +88.4% | +57.1% | +31.4% | +71.1% |
| All | +175.8% | +137.6% | +38.2% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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