-17.8%
NVDA vs SLV
-16.7%
-1.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -5.1% |
| 7D | -11.6% | +5.6% | -17.2% | -13.2% |
| 30D | -22.1% | -12.1% | -10.0% | -17.3% |
| All | -17.8% | -16.7% | -1.1% | -10.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling