+216.5%
SLV vs NVS
+180.2%
+36.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -5.0% | -15.7% | +10.7% | -1.1% |
| 30D | -1.8% | -11.1% | +9.3% | +0.7% |
| 3M | -0.3% | -7.2% | +6.9% | +0.9% |
| 6M | -28.2% | -12.3% | -15.9% | -26.2% |
| YTD | -10.7% | +2.8% | -13.5% | -11.9% |
| 1Y | +53.7% | +11.9% | +41.8% | +48.4% |
| 3Y | +173.7% | +55.1% | +118.6% | +140.8% |
| 5Y | +161.5% | +94.1% | +67.4% | +115.5% |
| All | +216.5% | +180.2% | +36.3% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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