+291.2%
NEE vs SLV
+166.7%
+124.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -2.8% | -1.1% | -1.7% | -2.7% |
| 30D | +9.5% | -14.2% | +23.7% | +11.5% |
| 3M | +1.0% | -20.3% | +21.4% | +3.8% |
| 6M | -8.0% | -40.2% | +32.2% | -2.0% |
| YTD | +9.4% | -27.6% | +37.0% | +9.8% |
| 1Y | +3.1% | +0.4% | +2.7% | -3.0% |
| 3Y | +70.5% | +129.4% | -58.9% | +35.1% |
| 5Y | +15.2% | +99.8% | -84.6% | -7.8% |
| 10Y | +291.2% | +183.2% | +108.0% | +180.2% |
| All | +291.2% | +166.7% | +124.5% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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