+14,535.0%
NVDA vs SLV
+220.9%
+14,314.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.3% | +2.9% | -1.2% |
| 7D | -4.4% | -5.0% | +0.6% | -3.3% |
| 30D | +0.4% | -1.8% | +2.2% | +0.8% |
| 3M | +9.0% | -0.3% | +9.2% | +8.8% |
| 6M | +18.3% | -28.2% | +46.5% | +26.3% |
| YTD | +17.2% | -10.7% | +28.0% | +14.4% |
| 1Y | +23.3% | +53.7% | -30.4% | +3.2% |
| 3Y | +380.0% | +173.7% | +206.4% | +241.5% |
| 5Y | +874.6% | +161.5% | +713.1% | +586.5% |
| All | +14,535.0% | +220.9% | +14,314.1% | +8,064.2% |
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 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