+165.5%
SLV vs NVTS
-15.6%
+181.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.5% |
| 7D | -0.3% | +2.7% | -3.0% | -0.5% |
| 30D | +6.7% | -4.5% | +11.1% | +6.8% |
| 3M | -10.7% | -61.5% | +50.8% | -7.3% |
| 6M | -20.6% | +28.0% | -48.6% | -22.0% |
| YTD | -7.1% | +65.3% | -72.4% | -9.6% |
| 1Y | +62.0% | +113.0% | -51.0% | +56.3% |
| 3Y | +169.8% | +34.7% | +135.1% | +160.9% |
| All | +165.5% | -15.6% | +181.1% | +152.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling