+1,381.0%
NET vs SLV
+179.1%
+1,201.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.7% | -3.7% |
| 7D | -16.4% | -3.9% | -12.5% | -15.6% |
| 30D | -25.8% | -14.5% | -11.4% | -23.2% |
| 3M | -11.5% | -12.4% | +0.9% | -9.1% |
| 6M | +18.9% | -28.5% | +47.4% | +26.8% |
| YTD | +35.2% | -26.8% | +62.0% | +34.8% |
| 1Y | +14.5% | +10.3% | +4.1% | -0.4% |
| 3Y | +313.8% | +122.2% | +191.6% | +182.3% |
| 5Y | +32.6% | +114.4% | -81.8% | -10.3% |
| All | +1,381.0% | +179.1% | +1,201.9% | +746.4% |
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