+180.0%
SLV vs NVT
+488.5%
-308.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -5.8% | +8.0% | -13.8% | -7.0% |
| 30D | -12.1% | -24.8% | +12.7% | -8.4% |
| 3M | -24.1% | -32.4% | +8.3% | -19.6% |
| 6M | -44.4% | -33.5% | -10.9% | -41.1% |
| YTD | -31.5% | +13.2% | -44.7% | -32.9% |
| 1Y | -6.9% | +9.0% | -15.9% | -8.4% |
| 3Y | +116.0% | +129.4% | -13.4% | +89.8% |
| 5Y | +88.4% | +230.1% | -141.6% | +55.6% |
| All | +180.0% | +488.5% | -308.4% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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