+110.3%
SLV vs NVD
-98.6%
+208.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.0% | -12.3% | -2.5% |
| 7D | -3.9% | +17.0% | -20.9% | -2.4% |
| 30D | -15.6% | +77.3% | -92.9% | -10.8% |
| 3M | -23.6% | +61.6% | -85.2% | -19.5% |
| 6M | -42.6% | +40.7% | -83.2% | -39.6% |
| YTD | -30.0% | -10.5% | -19.5% | -28.0% |
| 1Y | -6.6% | -6.1% | -0.5% | -3.5% |
| 3Y | +121.8% | -98.4% | +220.2% | +124.3% |
| All | +110.3% | -98.6% | +208.9% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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