+127.6%
NOK vs SLV
+220.9%
-93.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -0.2% |
| 7D | +8.7% | -5.0% | +13.7% | +9.8% |
| 30D | +12.5% | -1.8% | +14.3% | +12.8% |
| 3M | -20.7% | -0.3% | -20.5% | -20.9% |
| 6M | +36.2% | -28.2% | +64.4% | +44.3% |
| YTD | +64.1% | -10.7% | +74.9% | +59.7% |
| 1Y | +132.4% | +53.7% | +78.7% | +95.9% |
| 3Y | +182.9% | +173.7% | +9.2% | +103.0% |
| 5Y | +102.8% | +161.5% | -58.7% | +44.6% |
| All | +127.6% | +220.9% | -93.3% | +39.5% |
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 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