+253.2%
NEE vs SLV
+228.4%
+24.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.7% |
| 7D | -0.5% | +2.8% | -3.3% | -0.9% |
| 30D | -1.7% | +2.2% | -3.9% | -2.1% |
| 3M | -1.8% | +2.9% | -4.7% | -2.5% |
| 6M | -8.8% | -22.4% | +13.6% | -6.3% |
| YTD | +5.2% | -5.7% | +10.9% | +2.1% |
| 1Y | +21.3% | +63.3% | -42.0% | +5.7% |
| 3Y | +35.2% | +189.0% | -153.8% | +4.0% |
| 5Y | +10.1% | +172.7% | -162.5% | -15.5% |
| 10Y | +253.2% | +235.3% | +17.9% | +150.5% |
| All | +253.2% | +228.4% | +24.8% | +150.5% |
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