+247.7%
NEM vs SLV
+181.9%
+65.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +3.9% | +2.5% | +1.3% | +2.3% |
| 30D | +12.7% | +3.3% | +9.5% | +10.7% |
| 3M | +28.7% | -3.6% | +32.2% | +31.9% |
| 6M | +9.8% | -21.8% | +31.6% | +27.3% |
| YTD | +28.1% | -7.8% | +35.9% | +21.0% |
| 1Y | +69.3% | +58.3% | +11.1% | +4.4% |
| 3Y | +247.7% | +182.6% | +65.1% | +31.5% |
| All | +247.7% | +181.9% | +65.8% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling