+235.3%
SLV vs NSC
+324.0%
-88.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.5% |
| 7D | +2.8% | -2.0% | +4.8% | +3.1% |
| 30D | +2.2% | -3.2% | +5.4% | +2.6% |
| 3M | +2.9% | +3.9% | -1.0% | +2.3% |
| 6M | -22.4% | +7.8% | -30.2% | -23.4% |
| YTD | -5.7% | +13.4% | -19.1% | -7.6% |
| 1Y | +63.3% | +20.3% | +43.0% | +58.6% |
| 3Y | +189.0% | +76.1% | +112.9% | +163.6% |
| 5Y | +172.7% | +45.0% | +127.7% | +153.7% |
| 10Y | +235.3% | +335.7% | -100.4% | +177.0% |
| All | +235.3% | +324.0% | -88.7% | +177.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling