+163.5%
SLV vs NVTS
-14.2%
+177.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | +2.5% | +9.7% | -7.2% | +2.0% |
| 30D | +3.3% | -13.6% | +16.9% | +3.9% |
| 3M | -3.6% | -51.0% | +47.4% | -0.9% |
| 6M | -21.8% | +46.3% | -68.2% | -23.6% |
| YTD | -7.8% | +68.1% | -75.9% | -10.4% |
| 1Y | +58.3% | +113.9% | -55.6% | +52.7% |
| 3Y | +182.6% | +45.3% | +137.3% | +172.2% |
| All | +163.5% | -14.2% | +177.7% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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