+167.8%
SLV vs NTAP
+135.7%
+32.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +2.5% | +3.3% | -0.8% | +2.0% |
| 30D | +3.3% | -0.2% | +3.5% | +3.2% |
| 3M | -3.6% | +11.4% | -15.0% | -5.4% |
| 6M | -21.8% | +88.7% | -110.5% | -29.5% |
| YTD | -7.8% | +78.9% | -86.8% | -16.2% |
| 1Y | +58.3% | +58.8% | -0.5% | +46.1% |
| 3Y | +182.6% | +153.5% | +29.0% | +140.0% |
| 5Y | +167.8% | +136.7% | +31.1% | +119.1% |
| All | +167.8% | +135.7% | +32.1% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling