+333.1%
SLV vs NSC
+857.8%
-524.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.3% | -5.5% | +5.2% | +0.6% |
| 30D | +6.7% | -3.2% | +9.9% | +7.3% |
| 3M | -10.7% | +7.7% | -18.4% | -11.9% |
| 6M | -20.6% | +4.5% | -25.1% | -21.4% |
| YTD | -7.1% | +15.6% | -22.7% | -9.8% |
| 1Y | +62.0% | +19.8% | +42.1% | +56.3% |
| 3Y | +169.8% | +70.1% | +99.7% | +142.1% |
| 5Y | +161.5% | +46.1% | +115.3% | +138.9% |
| 10Y | +224.4% | +328.1% | -103.7% | +134.5% |
| All | +333.1% | +857.8% | -524.7% | +152.3% |
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