+153.4%
NEM vs SLV
+164.2%
-10.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +3.9% | +2.5% | +1.3% | +2.2% |
| 30D | +12.7% | +3.3% | +9.5% | +10.5% |
| 3M | +28.7% | -3.6% | +32.2% | +32.1% |
| 6M | +9.8% | -21.8% | +31.6% | +28.7% |
| YTD | +28.1% | -7.8% | +35.9% | +21.3% |
| 1Y | +69.3% | +58.3% | +11.1% | +3.3% |
| 3Y | +247.7% | +182.6% | +65.1% | +30.0% |
| 5Y | +153.4% | +167.8% | -14.4% | -2.6% |
| All | +153.4% | +164.2% | -10.8% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling