+236.5%
SLV vs NSC
+857.3%
-620.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.1% | -3.6% |
| 7D | +3.7% | -3.4% | +7.1% | +4.3% |
| 30D | -15.2% | +3.6% | -18.8% | -15.7% |
| 3M | -21.8% | -1.4% | -20.4% | -21.6% |
| 6M | -36.3% | +6.0% | -42.3% | -37.2% |
| YTD | -27.8% | +15.5% | -43.4% | -30.0% |
| 1Y | +1.5% | +16.2% | -14.7% | -1.6% |
| 3Y | +128.5% | +76.9% | +51.6% | +103.6% |
| 5Y | +103.2% | +29.3% | +73.9% | +89.6% |
| 10Y | +164.7% | +298.3% | -133.6% | +94.0% |
| All | +236.5% | +857.3% | -620.8% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling