+10.3%
SLV vs NSC
+24.4%
-14.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.2% | +5.3% |
| 7D | -3.9% | +1.8% | -5.7% | -3.7% |
| 30D | -14.5% | +8.8% | -23.3% | -13.8% |
| 3M | -12.4% | +1.2% | -13.6% | -12.2% |
| 6M | -28.5% | +11.3% | -39.8% | -27.8% |
| YTD | -26.8% | +20.7% | -47.5% | -23.6% |
| 1Y | +10.3% | +23.4% | -13.1% | +15.4% |
| All | +10.3% | +24.4% | -14.0% | +15.4% |
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