+7,999.2%
NVDA vs SAN
+267.7%
+7,731.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.2% |
| 7D | -8.5% | +1.0% | -9.5% | -9.1% |
| 30D | -27.3% | -9.4% | -17.9% | -24.6% |
| 3M | -25.8% | -17.1% | -8.6% | -20.2% |
| 6M | -24.6% | +2.2% | -26.7% | -26.3% |
| YTD | -10.7% | +6.0% | -16.7% | -14.8% |
| 1Y | -14.0% | +12.7% | -26.8% | -20.3% |
| 3Y | +244.9% | +242.1% | +2.7% | +92.6% |
| 5Y | +449.3% | +293.6% | +155.7% | +180.7% |
| All | +7,999.2% | +267.7% | +7,731.5% | +4,715.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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