+333.1%
SLV vs NTAP
+581.5%
-248.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -0.8% | +0.4% | -0.3% |
| 30D | +6.7% | -0.5% | +7.2% | +6.7% |
| 3M | -10.7% | +4.1% | -14.8% | -11.2% |
| 6M | -20.6% | +88.0% | -108.6% | -26.2% |
| YTD | -7.1% | +75.6% | -82.7% | -13.0% |
| 1Y | +62.0% | +58.9% | +3.1% | +53.1% |
| 3Y | +169.8% | +153.6% | +16.3% | +140.8% |
| 5Y | +161.5% | +127.6% | +33.8% | +133.9% |
| 10Y | +224.4% | +580.4% | -356.0% | +150.8% |
| All | +333.1% | +581.5% | -248.4% | +189.8% |
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