+41.5%
NU vs SLV
+184.1%
-142.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.9% |
| 7D | -4.9% | -2.8% | -2.0% | -4.3% |
| 30D | +7.8% | -1.6% | +9.4% | +8.1% |
| 3M | +20.9% | -4.4% | +25.4% | +21.8% |
| 6M | +0.9% | -25.4% | +26.3% | +7.1% |
| YTD | -12.7% | -9.8% | -2.9% | -15.5% |
| 1Y | -6.4% | +53.8% | -60.2% | -25.1% |
| 3Y | +98.1% | +174.7% | -76.6% | +23.9% |
| All | +41.5% | +184.1% | -142.5% | -20.0% |
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