+322.4%
NET vs SLV
+122.2%
+200.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.7% | -3.4% |
| 7D | -16.4% | -3.9% | -12.5% | -15.8% |
| 30D | -25.8% | -14.5% | -11.4% | -24.0% |
| 3M | -11.5% | -12.4% | +0.9% | -9.7% |
| 6M | +18.9% | -28.5% | +47.4% | +24.1% |
| YTD | +35.2% | -26.8% | +62.0% | +31.5% |
| 1Y | +14.5% | +10.3% | +4.1% | -3.1% |
| All | +322.4% | +122.2% | +200.2% | +170.0% |
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