+7,836.4%
NVDA vs SLV
+172.6%
+7,663.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.5% |
| 7D | -12.7% | -5.8% | -6.9% | -11.4% |
| 30D | -26.4% | -12.1% | -14.3% | -24.1% |
| 3M | -27.6% | -24.1% | -3.5% | -22.7% |
| 6M | -27.7% | -44.4% | +16.7% | -17.1% |
| YTD | -12.5% | -31.5% | +19.0% | -9.4% |
| 1Y | -12.6% | -6.9% | -5.7% | -17.9% |
| 3Y | +235.9% | +116.0% | +119.9% | +142.4% |
| 5Y | +438.2% | +88.4% | +349.8% | +293.6% |
| All | +7,836.4% | +172.6% | +7,663.9% | +4,671.3% |
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