+97.1%
SLV vs QXO
-5.4%
+102.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.3% | +2.3% |
| 7D | +2.8% | -3.9% | +6.7% | +2.8% |
| 30D | +2.2% | -17.4% | +19.6% | +2.4% |
| 3M | +2.9% | -22.5% | +25.4% | +3.1% |
| 6M | -22.4% | -41.4% | +19.0% | -22.0% |
| YTD | -5.7% | -34.1% | +28.4% | -5.4% |
| 1Y | +63.3% | -40.8% | +104.1% | +64.1% |
| 3Y | +189.0% | -43.9% | +232.9% | +183.6% |
| 5Y | +172.7% | -69.6% | +242.2% | +168.1% |
| 10Y | +235.3% | +41.0% | +194.3% | +220.4% |
| All | +97.1% | -5.4% | +102.6% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling