+248.5%
SLV vs NOC
+1,261.3%
-1,012.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.3% |
| 7D | +5.6% | -2.9% | +8.6% | +6.0% |
| 30D | -12.1% | +12.1% | -24.3% | -13.7% |
| 3M | -16.3% | -5.3% | -11.0% | -15.9% |
| 6M | -34.1% | -1.0% | -33.0% | -34.2% |
| YTD | -25.3% | -4.3% | -21.0% | -25.1% |
| 1Y | +9.6% | -3.6% | +13.3% | +9.6% |
| 3Y | +132.7% | +22.9% | +109.8% | +123.1% |
| 5Y | +113.7% | +60.4% | +53.3% | +94.9% |
| 10Y | +175.9% | +161.3% | +14.6% | +126.4% |
| All | +248.5% | +1,261.3% | -1,012.7% | +61.0% |
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