+523.3%
ON vs SLV
+172.6%
+350.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -2.9% |
| 7D | +12.2% | -5.8% | +18.1% | +14.4% |
| 30D | -3.1% | -12.1% | +9.0% | +0.8% |
| 3M | -12.9% | -24.1% | +11.2% | -5.4% |
| 6M | -38.6% | -44.4% | +5.8% | -27.2% |
| YTD | +31.2% | -31.5% | +62.7% | +38.4% |
| 1Y | +47.6% | -6.9% | +54.6% | +39.2% |
| 3Y | +6.6% | +116.0% | -109.4% | -26.8% |
| 5Y | +21.3% | +88.4% | -67.2% | -14.9% |
| All | +523.3% | +172.6% | +350.8% | +209.5% |
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