+235.3%
SLV vs NTAP
+581.2%
-345.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.6% |
| 30D | +2.2% | -7.0% | +9.2% | +2.9% |
| 3M | +2.9% | +12.3% | -9.4% | +1.6% |
| 6M | -22.4% | +85.1% | -107.5% | -27.3% |
| YTD | -5.7% | +74.8% | -80.5% | -11.1% |
| 1Y | +63.3% | +52.7% | +10.6% | +55.7% |
| 3Y | +189.0% | +147.7% | +41.3% | +162.6% |
| 5Y | +172.7% | +124.8% | +47.9% | +146.9% |
| 10Y | +235.3% | +589.7% | -354.4% | +198.2% |
| All | +235.3% | +581.2% | -345.9% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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