+216.5%
SLV vs QSR
+133.7%
+82.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -5.0% | -4.7% | -0.3% | -4.3% |
| 30D | -1.8% | +4.3% | -6.1% | -2.5% |
| 3M | -0.3% | +5.4% | -5.7% | -1.3% |
| 6M | -28.2% | +8.2% | -36.4% | -29.5% |
| YTD | -10.7% | +14.1% | -24.9% | -13.2% |
| 1Y | +53.7% | +28.1% | +25.6% | +46.4% |
| 3Y | +173.7% | +25.3% | +148.4% | +159.5% |
| 5Y | +161.5% | +40.4% | +121.1% | +141.6% |
| All | +216.5% | +133.7% | +82.7% | +144.3% |
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