+1,040.6%
NBIS vs SLV
+84.7%
+955.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.3% | +0.2% | -3.1% |
| 7D | +8.3% | -5.0% | +13.3% | +10.4% |
| 30D | +18.1% | -1.8% | +19.8% | +18.8% |
| 3M | +7.8% | -0.3% | +8.0% | +7.5% |
| 6M | +136.6% | -28.2% | +164.8% | +160.5% |
| YTD | +172.5% | -10.7% | +183.3% | +162.8% |
| 1Y | +144.3% | +53.7% | +90.6% | +65.4% |
| All | +1,040.6% | +84.7% | +955.8% | +517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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