-20.6%
NVDA vs SAP
+35.1%
-55.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | -13.2% | -2.5% | -10.7% | -13.4% |
| 30D | -23.2% | +7.5% | -30.7% | -23.1% |
| 3M | -20.0% | +11.6% | -31.7% | -19.7% |
| 6M | -20.6% | +37.6% | -58.3% | -16.6% |
| All | -20.6% | +35.1% | -55.8% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling