+281.7%
NVDA vs SLV
+132.0%
+149.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -4.8% |
| 7D | -11.6% | +5.6% | -17.2% | -12.7% |
| 30D | -22.1% | -12.1% | -10.0% | -20.0% |
| 3M | -20.1% | -16.3% | -3.9% | -17.3% |
| 6M | -16.8% | -34.1% | +17.3% | -10.1% |
| YTD | -4.0% | -25.3% | +21.3% | -4.4% |
| 1Y | -4.8% | +9.6% | -14.4% | -16.0% |
| 3Y | +281.7% | +132.7% | +149.0% | +187.0% |
| All | +281.7% | +132.0% | +149.7% | +187.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling