+164.3%
SLV vs QXO
-70.1%
+234.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.8% | -7.8% | +4.9% | -2.8% |
| 30D | -1.6% | -18.1% | +16.5% | -1.4% |
| 3M | -4.4% | -25.8% | +21.3% | -4.2% |
| 6M | -25.4% | -41.7% | +16.3% | -25.1% |
| YTD | -9.8% | -36.2% | +26.4% | -9.4% |
| 1Y | +53.8% | -42.1% | +95.9% | +54.5% |
| 3Y | +174.7% | -46.2% | +220.8% | +181.9% |
| All | +164.3% | -70.1% | +234.4% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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