+127.9%
NOK vs SLV
+172.6%
-44.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.0% |
| 7D | +5.4% | -5.8% | +11.2% | +6.8% |
| 30D | -14.1% | -12.1% | -2.0% | -11.4% |
| 3M | -23.6% | -24.1% | +0.5% | -18.6% |
| 6M | -45.1% | -44.4% | -0.8% | -38.0% |
| YTD | +24.7% | -31.5% | +56.2% | +29.0% |
| 1Y | +19.0% | -6.9% | +26.0% | +13.5% |
| 3Y | +147.0% | +116.0% | +31.0% | +87.2% |
| 5Y | +58.2% | +88.4% | -30.3% | +21.7% |
| All | +127.9% | +172.6% | -44.6% | +43.9% |
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