+182.0%
SLV vs NI
+196.3%
-14.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -3.9% | +3.1% | -6.9% | -4.4% |
| 30D | -15.6% | +11.2% | -26.8% | -17.4% |
| 3M | -23.6% | +9.8% | -33.4% | -25.1% |
| 6M | -42.6% | -1.6% | -40.9% | -42.5% |
| YTD | -30.0% | +12.6% | -42.6% | -31.7% |
| 1Y | -6.6% | +7.8% | -14.4% | -8.2% |
| 3Y | +121.8% | +100.5% | +21.3% | +93.0% |
| 5Y | +92.7% | +114.4% | -21.8% | +66.0% |
| All | +182.0% | +196.3% | -14.3% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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