+7,836.4%
NVDA vs SAP
+237.3%
+7,599.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -12.7% | +0.6% | -13.4% | -13.1% |
| 30D | -26.4% | +6.5% | -32.9% | -30.2% |
| 3M | -27.6% | +12.2% | -39.9% | -34.3% |
| 6M | -27.7% | +46.1% | -73.8% | -47.8% |
| YTD | -12.5% | -1.6% | -10.9% | -17.1% |
| 1Y | -12.6% | -5.1% | -7.5% | -14.8% |
| 3Y | +235.9% | +68.4% | +167.6% | +94.7% |
| 5Y | +438.2% | +79.4% | +358.8% | +192.4% |
| All | +7,836.4% | +237.3% | +7,599.2% | +2,274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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