+219.9%
SLV vs NTRS
+259.9%
-40.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | -1.6% | -0.7% | -0.9% | -1.5% |
| 3M | -4.4% | +11.3% | -15.8% | -5.5% |
| 6M | -25.4% | +35.5% | -60.9% | -27.7% |
| YTD | -9.8% | +40.6% | -50.4% | -12.8% |
| 1Y | +53.8% | +49.2% | +4.6% | +47.8% |
| 3Y | +174.7% | +167.2% | +7.4% | +150.4% |
| 5Y | +164.3% | +94.9% | +69.4% | +143.5% |
| All | +219.9% | +259.9% | -40.1% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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