+182.6%
SLV vs NSC
+77.9%
+104.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +2.5% | -1.5% | +4.0% | +2.7% |
| 30D | +3.3% | -1.9% | +5.2% | +3.5% |
| 3M | -3.6% | +6.2% | -9.8% | -4.3% |
| 6M | -21.8% | +9.2% | -31.0% | -22.8% |
| YTD | -7.8% | +15.0% | -22.9% | -9.7% |
| 1Y | +58.3% | +21.1% | +37.2% | +53.8% |
| 3Y | +182.6% | +78.6% | +104.0% | +149.8% |
| All | +182.6% | +77.9% | +104.7% | +149.8% |
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