+1,444.2%
NEE vs SLV
+363.7%
+1,080.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | -2.2% | +6.7% | -8.8% | -3.0% |
| 3M | -1.2% | -10.7% | +9.5% | -0.2% |
| 6M | -8.6% | -20.6% | +12.0% | -6.7% |
| YTD | +6.2% | -7.1% | +13.3% | +4.5% |
| 1Y | +21.1% | +62.0% | -40.9% | +10.1% |
| 3Y | +36.4% | +169.8% | -133.4% | +14.8% |
| 5Y | +11.4% | +161.5% | -150.1% | -6.6% |
| 10Y | +250.0% | +224.4% | +25.6% | +179.8% |
| All | +1,444.2% | +363.7% | +1,080.5% | +940.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling