+452.9%
NFLX vs SLV
+178.7%
+274.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.3% |
| 7D | -4.4% | -3.9% | -0.5% | -3.8% |
| 30D | -11.0% | -15.6% | +4.6% | -8.6% |
| 3M | -15.5% | -23.6% | +8.1% | -12.1% |
| 6M | -28.5% | -42.6% | +14.1% | -22.1% |
| YTD | -33.1% | -30.0% | -3.2% | -32.8% |
| 1Y | -45.8% | -6.6% | -39.2% | -49.4% |
| 3Y | +40.2% | +121.8% | -81.7% | +4.0% |
| 5Y | -8.2% | +92.7% | -100.8% | -30.9% |
| All | +452.9% | +178.7% | +274.2% | +259.1% |
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