+167.9%
SLV vs NVD
-99.1%
+267.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.5% | -9.8% | -4.9% |
| 7D | -5.0% | +9.0% | -14.1% | -4.3% |
| 30D | -1.8% | -5.5% | +3.7% | -1.9% |
| 3M | -0.3% | -24.6% | +24.3% | -1.6% |
| 6M | -28.2% | -42.1% | +13.9% | -29.7% |
| YTD | -10.7% | -44.3% | +33.6% | -12.5% |
| 1Y | +53.7% | -54.2% | +107.9% | +49.9% |
| 3Y | +173.7% | -99.1% | +272.8% | +167.7% |
| All | +167.9% | -99.1% | +267.1% | +162.2% |
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