+73.5%
NEE vs SLV
+132.0%
-58.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.3% |
| 7D | +2.2% | +5.6% | -3.5% | +1.7% |
| 30D | +12.3% | -12.1% | +24.4% | +13.3% |
| 3M | +3.4% | -16.3% | +19.7% | +4.7% |
| 6M | -5.3% | -34.1% | +28.8% | -2.1% |
| YTD | +10.6% | -25.3% | +35.8% | +8.8% |
| 1Y | +6.5% | +9.6% | -3.1% | -2.8% |
| 3Y | +73.5% | +132.7% | -59.1% | +21.5% |
| All | +73.5% | +132.0% | -58.5% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling