+514.0%
NOW vs SLV
+172.6%
+341.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.9% |
| 7D | +0.3% | -5.8% | +6.1% | +1.1% |
| 30D | -27.0% | -12.1% | -14.8% | -25.5% |
| 3M | -19.6% | -24.1% | +4.5% | -16.6% |
| 6M | +17.5% | -44.4% | +61.8% | +26.6% |
| YTD | -33.3% | -31.5% | -1.8% | -32.8% |
| 1Y | -39.8% | -6.9% | -32.9% | -43.3% |
| 3Y | -19.9% | +116.0% | -135.9% | -37.9% |
| 5Y | -26.1% | +88.4% | -114.5% | -42.0% |
| All | +514.0% | +172.6% | +341.4% | +329.1% |
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