+223.4%
NEM vs SLV
+363.7%
-140.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.6% |
| 30D | +23.1% | +6.7% | +16.4% | +17.9% |
| 3M | +18.5% | -10.7% | +29.2% | +28.7% |
| 6M | +7.8% | -20.6% | +28.4% | +26.2% |
| YTD | +29.1% | -7.1% | +36.3% | +25.3% |
| 1Y | +72.7% | +62.0% | +10.7% | +10.8% |
| 3Y | +248.7% | +169.8% | +78.9% | +52.2% |
| 5Y | +148.7% | +161.5% | -12.8% | +10.5% |
| 10Y | +304.8% | +224.4% | +80.4% | +44.8% |
| All | +223.4% | +363.7% | -140.3% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling