+167.8%
SLV vs NOC
+56.8%
+111.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +2.5% | -2.7% | +5.2% | +2.9% |
| 30D | +3.3% | -8.9% | +12.1% | +4.4% |
| 3M | -3.6% | -3.7% | +0.1% | -3.4% |
| 6M | -21.8% | -30.8% | +9.0% | -18.4% |
| YTD | -7.8% | -7.9% | +0.1% | -7.0% |
| 1Y | +58.3% | -9.4% | +67.7% | +59.8% |
| 3Y | +182.6% | +29.0% | +153.6% | +172.2% |
| 5Y | +167.8% | +56.1% | +111.7% | +151.9% |
| All | +167.8% | +56.8% | +111.0% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling