+339.6%
SLV vs NTRS
+408.3%
-68.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | +2.2% | -1.2% | +3.4% | +2.3% |
| 3M | +2.9% | +8.8% | -5.9% | +2.1% |
| 6M | -22.4% | +34.7% | -57.1% | -24.6% |
| YTD | -5.7% | +37.2% | -43.0% | -8.5% |
| 1Y | +63.3% | +46.3% | +17.0% | +57.5% |
| 3Y | +189.0% | +163.2% | +25.8% | +163.4% |
| 5Y | +172.7% | +86.9% | +85.7% | +153.4% |
| 10Y | +235.3% | +250.9% | -15.6% | +189.9% |
| All | +339.6% | +408.3% | -68.7% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling