+333.1%
SLV vs NI
+975.6%
-642.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | +2.0% | -2.4% | -0.7% |
| 30D | +6.7% | -3.5% | +10.2% | +7.4% |
| 3M | -10.7% | -9.1% | -1.6% | -9.1% |
| 6M | -20.6% | -11.8% | -8.8% | -18.7% |
| YTD | -7.1% | +1.1% | -8.2% | -7.4% |
| 1Y | +62.0% | +6.7% | +55.3% | +59.7% |
| 3Y | +169.8% | +71.1% | +98.7% | +141.2% |
| 5Y | +161.5% | +94.3% | +67.1% | +127.6% |
| 10Y | +224.4% | +135.8% | +88.6% | +165.2% |
| All | +333.1% | +975.6% | -642.5% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling