+1,022.1%
NVDA vs S
-57.7%
+1,079.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | +2.8% | -12.6% | +15.4% | +7.3% |
| 3M | +7.4% | +27.6% | -20.1% | -3.0% |
| 6M | +22.6% | +35.5% | -12.9% | +6.9% |
| YTD | +20.1% | +29.6% | -9.5% | +5.4% |
| 1Y | +31.2% | +8.1% | +23.0% | +21.9% |
| 3Y | +391.7% | +14.8% | +377.0% | +318.6% |
| 5Y | +911.9% | -70.6% | +982.4% | +1,115.2% |
| All | +1,022.1% | -57.7% | +1,079.8% | +1,133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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