+264.8%
SLV vs NVT
+694.8%
-430.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -5.0% |
| 7D | -5.0% | +2.0% | -7.1% | -5.4% |
| 30D | -1.8% | -7.2% | +5.4% | -0.7% |
| 3M | -0.3% | -0.9% | +0.6% | -0.5% |
| 6M | -28.2% | +42.6% | -70.8% | -32.2% |
| YTD | -10.7% | +52.9% | -63.6% | -16.3% |
| 1Y | +53.7% | +64.5% | -10.8% | +42.5% |
| 3Y | +173.7% | +178.0% | -4.3% | +132.9% |
| 5Y | +161.5% | +402.8% | -241.3% | +103.2% |
| All | +264.8% | +694.8% | -430.0% | +156.1% |
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