+687.9%
NFLX vs SLV
+228.4%
+459.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.2% | -1.3% |
| 7D | -8.1% | +2.8% | -10.9% | -8.5% |
| 30D | -0.3% | +2.2% | -2.5% | -0.8% |
| 3M | -6.6% | +2.9% | -9.5% | -7.4% |
| 6M | -22.7% | -22.4% | -0.3% | -20.0% |
| YTD | -18.9% | -5.7% | -13.2% | -22.1% |
| 1Y | -39.8% | +63.3% | -103.1% | -49.6% |
| 3Y | +71.7% | +189.0% | -117.3% | +23.4% |
| 5Y | +27.2% | +172.7% | -145.4% | -9.0% |
| 10Y | +687.9% | +235.3% | +452.6% | +390.4% |
| All | +687.9% | +228.4% | +459.5% | +390.4% |
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