+499.2%
NOW vs SLV
+170.8%
+328.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.0% | +5.1% | -8.1% | -3.7% |
| 30D | -26.0% | -12.9% | -13.1% | -24.6% |
| 3M | -13.1% | -16.1% | +3.0% | -11.1% |
| 6M | +14.5% | -33.2% | +47.7% | +20.2% |
| YTD | -33.4% | -27.2% | -6.2% | -33.5% |
| 1Y | -40.6% | +7.6% | -48.3% | -45.4% |
| 3Y | -16.3% | +122.3% | -138.7% | -35.0% |
| 5Y | -26.3% | +109.7% | -136.0% | -43.0% |
| All | +499.2% | +170.8% | +328.4% | +312.2% |
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