+1,449.6%
NET vs SLV
+254.0%
+1,195.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -7.0% | -0.3% | -6.6% | -6.9% |
| 30D | -4.8% | +6.7% | -11.5% | -6.1% |
| 3M | +3.8% | -10.7% | +14.5% | +6.1% |
| 6M | +50.0% | -20.6% | +70.6% | +55.7% |
| YTD | +41.5% | -7.1% | +48.6% | +34.0% |
| 1Y | +32.8% | +62.0% | -29.2% | +4.3% |
| 3Y | +335.9% | +169.8% | +166.1% | +186.1% |
| 5Y | +113.8% | +161.5% | -47.6% | +38.5% |
| All | +1,449.6% | +254.0% | +1,195.6% | +741.8% |
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