+166.2%
SLV vs NVDL
+2,476.2%
-2,309.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.8% | -10.3% | +7.5% | -2.1% |
| 30D | -1.6% | -7.1% | +5.5% | -1.2% |
| 3M | -4.4% | +6.6% | -11.0% | -5.2% |
| 6M | -25.4% | +21.1% | -46.5% | -26.6% |
| YTD | -9.8% | +15.2% | -25.0% | -11.2% |
| 1Y | +53.8% | +18.8% | +35.0% | +50.9% |
| 3Y | +174.7% | +649.9% | -475.2% | +158.5% |
| All | +166.2% | +2,476.2% | -2,309.9% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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