+92.7%
SLV vs NVT
+233.5%
-140.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -3.9% | +17.4% | -21.3% | -6.9% |
| 30D | -15.6% | -28.4% | +12.7% | -10.4% |
| 3M | -23.6% | -32.4% | +8.8% | -18.1% |
| 6M | -42.6% | -32.2% | -10.4% | -38.7% |
| YTD | -30.0% | +14.0% | -43.9% | -31.4% |
| 1Y | -6.6% | +4.3% | -10.9% | -7.5% |
| 3Y | +121.8% | +131.7% | -9.9% | +94.5% |
| 5Y | +92.7% | +232.4% | -139.7% | +53.4% |
| All | +92.7% | +233.5% | -140.8% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling