+174.0%
SLV vs NVDL
+2,772.7%
-2,598.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.3% |
| 7D | -0.3% | +11.7% | -12.0% | -1.1% |
| 30D | +6.7% | +7.8% | -1.2% | +6.0% |
| 3M | -10.7% | +3.3% | -14.0% | -11.3% |
| 6M | -20.6% | +38.9% | -59.5% | -22.6% |
| YTD | -7.1% | +28.5% | -35.6% | -9.3% |
| 1Y | +62.0% | +40.6% | +21.4% | +57.2% |
| 3Y | +169.8% | +648.7% | -478.9% | +152.5% |
| All | +174.0% | +2,772.7% | -2,598.6% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling