+236.5%
SLV vs NOC
+1,285.4%
-1,048.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.7% |
| 7D | +3.7% | -0.3% | +4.0% | +3.6% |
| 30D | -15.2% | +14.1% | -29.3% | -16.9% |
| 3M | -21.8% | -4.6% | -17.1% | -21.4% |
| 6M | -36.3% | +0.7% | -37.1% | -36.6% |
| YTD | -27.8% | -2.6% | -25.2% | -27.9% |
| 1Y | +1.5% | -1.0% | +2.5% | +1.1% |
| 3Y | +128.5% | +24.5% | +104.0% | +118.7% |
| 5Y | +103.2% | +64.3% | +38.9% | +84.8% |
| 10Y | +164.7% | +162.8% | +1.9% | +117.2% |
| All | +236.5% | +1,285.4% | -1,048.8% | +55.0% |
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