+62.0%
SLV vs NSC
+20.4%
+41.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.3% | -5.5% | +5.2% | -0.6% |
| 30D | +6.7% | -3.2% | +9.9% | +6.6% |
| 3M | -10.7% | +7.7% | -18.4% | -10.5% |
| 6M | -20.6% | +4.5% | -25.1% | -21.3% |
| YTD | -7.1% | +15.6% | -22.7% | -5.7% |
| 1Y | +62.0% | +19.8% | +42.1% | +61.5% |
| All | +62.0% | +20.4% | +41.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling