+300.2%
NEM vs SLV
+220.9%
+79.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | +1.6% |
| 7D | -3.3% | -5.0% | +1.7% | 0.0% |
| 30D | +7.8% | -1.8% | +9.6% | +9.3% |
| 3M | +36.3% | -0.3% | +36.5% | +36.8% |
| 6M | +6.6% | -28.2% | +34.8% | +32.2% |
| YTD | +27.1% | -10.7% | +37.9% | +25.7% |
| 1Y | +62.3% | +53.7% | +8.6% | +7.6% |
| 3Y | +245.1% | +173.7% | +71.4% | +49.3% |
| 5Y | +154.0% | +161.5% | -7.5% | +12.9% |
| All | +300.2% | +220.9% | +79.3% | +52.6% |
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