+219.5%
SLV vs NVS
+544.7%
-325.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -5.8% | -1.3% | -4.6% | -5.5% |
| 30D | -12.1% | +9.3% | -21.4% | -14.3% |
| 3M | -24.1% | +5.8% | -29.9% | -25.8% |
| 6M | -44.4% | +7.2% | -51.6% | -46.0% |
| YTD | -31.5% | +20.0% | -51.5% | -35.5% |
| 1Y | -6.9% | +25.4% | -32.3% | -13.4% |
| 3Y | +116.0% | +89.2% | +26.8% | +76.8% |
| 5Y | +88.4% | +134.6% | -46.2% | +43.9% |
| 10Y | +167.9% | +251.4% | -83.4% | +77.8% |
| All | +219.5% | +544.7% | -325.2% | +49.6% |
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