+100.3%
SLV vs NVTS
-31.6%
+131.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.1% | +1.8% | -3.0% |
| 7D | -3.9% | +21.6% | -25.5% | -4.8% |
| 30D | -15.6% | -8.5% | -7.1% | -15.4% |
| 3M | -23.6% | -31.4% | +7.8% | -22.4% |
| 6M | -42.6% | -50.3% | +7.8% | -41.2% |
| YTD | -30.0% | +33.9% | -63.9% | -31.3% |
| 1Y | -6.6% | +10.6% | -17.3% | -8.0% |
| 3Y | +121.8% | +52.7% | +69.1% | +112.7% |
| 5Y | +92.7% | -48.5% | +141.1% | +84.6% |
| All | +100.3% | -31.6% | +131.9% | +92.3% |
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