+379.9%
NEM vs SLV
+166.7%
+213.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | +0.3% | -1.1% | +1.4% | +1.1% |
| 30D | +1.1% | -14.2% | +15.3% | +12.0% |
| 3M | +1.3% | -20.3% | +21.6% | +17.9% |
| 6M | -1.4% | -40.2% | +38.8% | +38.4% |
| YTD | +19.4% | -27.6% | +47.0% | +35.8% |
| 1Y | +32.9% | +0.4% | +32.5% | +18.4% |
| 3Y | +267.0% | +129.4% | +137.7% | +81.9% |
| 5Y | +131.0% | +99.8% | +31.2% | +25.0% |
| 10Y | +379.9% | +183.2% | +196.7% | +86.9% |
| All | +379.9% | +166.7% | +213.2% | +86.9% |
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