+182.0%
SLV vs NOC
+159.4%
+22.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | -3.9% | +4.5% | -8.4% | -4.3% |
| 30D | -15.6% | +14.1% | -29.7% | -16.9% |
| 3M | -23.6% | -4.5% | -19.2% | -23.4% |
| 6M | -42.6% | -0.8% | -41.8% | -42.7% |
| YTD | -30.0% | -2.5% | -27.4% | -30.0% |
| 1Y | -6.6% | -0.1% | -6.5% | -6.9% |
| 3Y | +121.8% | +24.6% | +97.2% | +115.5% |
| 5Y | +92.7% | +65.6% | +27.1% | +81.1% |
| All | +182.0% | +159.4% | +22.6% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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