+329.8%
SLV vs NVS
+453.1%
-123.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.9% | +13.2% | +3.2% |
| 7D | +2.5% | -14.6% | +17.1% | +6.8% |
| 30D | +3.3% | -11.9% | +15.2% | +6.5% |
| 3M | -3.6% | -6.0% | +2.4% | -2.7% |
| 6M | -21.8% | -11.4% | -10.4% | -19.6% |
| YTD | -7.8% | +2.9% | -10.8% | -9.2% |
| 1Y | +58.3% | +10.2% | +48.0% | +52.8% |
| 3Y | +182.6% | +55.3% | +127.3% | +144.8% |
| 5Y | +167.8% | +89.6% | +78.2% | +117.5% |
| 10Y | +218.9% | +176.1% | +42.8% | +127.3% |
| All | +329.8% | +453.1% | -123.3% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling