+128.5%
SLV vs NSC
+79.0%
+49.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.1% | -3.5% |
| 7D | +3.7% | -3.4% | +7.1% | +4.0% |
| 30D | -15.2% | +3.6% | -18.8% | -15.5% |
| 3M | -21.8% | -1.4% | -20.4% | -21.7% |
| 6M | -36.3% | +6.0% | -42.3% | -36.9% |
| YTD | -27.8% | +15.5% | -43.4% | -29.3% |
| 1Y | +1.5% | +16.2% | -14.7% | -0.7% |
| 3Y | +128.5% | +76.9% | +51.6% | +90.9% |
| All | +128.5% | +79.0% | +49.5% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling