+333.1%
SLV vs NOC
+1,200.4%
-867.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -0.3% | -5.2% | +4.8% | +0.4% |
| 30D | +6.7% | -7.2% | +13.9% | +7.7% |
| 3M | -10.7% | -5.1% | -5.6% | -10.2% |
| 6M | -20.6% | -31.1% | +10.5% | -16.4% |
| YTD | -7.1% | -8.6% | +1.4% | -6.2% |
| 1Y | +62.0% | -9.7% | +71.7% | +63.7% |
| 3Y | +169.8% | +24.3% | +145.5% | +158.4% |
| 5Y | +161.5% | +52.6% | +108.8% | +140.5% |
| 10Y | +224.4% | +183.6% | +40.8% | +162.1% |
| All | +333.1% | +1,200.4% | -867.3% | +101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling