+14,551.4%
NVDA vs SLV
+220.9%
+14,330.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.1% |
| 7D | -4.3% | -5.0% | +0.7% | -3.2% |
| 30D | +0.5% | -1.8% | +2.3% | +0.9% |
| 3M | +9.1% | -0.3% | +9.4% | +8.9% |
| 6M | +18.5% | -28.2% | +46.7% | +26.5% |
| YTD | +17.4% | -10.7% | +28.1% | +14.5% |
| 1Y | +23.4% | +53.7% | -30.3% | +3.3% |
| 3Y | +380.6% | +173.7% | +206.9% | +241.9% |
| 5Y | +875.7% | +161.5% | +714.2% | +587.2% |
| All | +14,551.4% | +220.9% | +14,330.5% | +8,073.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling