+89.9%
SLV vs NVO
-17.6%
+107.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.5% |
| 7D | -5.8% | +3.3% | -9.1% | -6.2% |
| 30D | -12.1% | +9.2% | -21.3% | -13.0% |
| 3M | -24.1% | -9.8% | -14.4% | -23.4% |
| 6M | -44.4% | -10.4% | -33.9% | -43.9% |
| YTD | -31.5% | -14.1% | -17.4% | -31.5% |
| 1Y | -6.9% | -11.1% | +4.2% | -7.2% |
| 3Y | +116.0% | -54.9% | +171.0% | +123.5% |
| All | +89.9% | -17.6% | +107.5% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 5y: compounded portfolio wealth divided by compounded NVO 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…
5y analysis · Full analysis span regression · 6 months rolling