+236.5%
SLV vs NTAP
+547.7%
-311.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +3.7% | -7.8% | +11.4% | +4.5% |
| 30D | -15.2% | -25.8% | +10.6% | -12.5% |
| 3M | -21.8% | -11.2% | -10.5% | -21.0% |
| 6M | -36.3% | +49.9% | -86.3% | -39.4% |
| YTD | -27.8% | +66.9% | -94.7% | -32.2% |
| 1Y | +1.5% | +58.8% | -57.3% | -4.1% |
| 3Y | +128.5% | +140.8% | -12.3% | +104.8% |
| 5Y | +103.2% | +115.0% | -11.8% | +82.7% |
| 10Y | +164.7% | +570.8% | -406.1% | +104.6% |
| All | +236.5% | +547.7% | -311.2% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling