+462,968.8%
NVDA vs SAP
+1,005.6%
+461,963.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -13.2% | -2.5% | -10.7% | -12.1% |
| 30D | -23.2% | +7.5% | -30.7% | -27.0% |
| 3M | -20.0% | +11.6% | -31.7% | -26.2% |
| 6M | -20.6% | +37.6% | -58.3% | -37.5% |
| YTD | -6.6% | -2.0% | -4.7% | -11.8% |
| 1Y | -9.8% | -6.4% | -3.5% | -12.4% |
| 3Y | +260.5% | +67.7% | +192.8% | +141.7% |
| 5Y | +474.2% | +75.7% | +398.5% | +281.4% |
| 10Y | +7,949.9% | +229.3% | +7,720.6% | +3,552.2% |
| All | +462,968.8% | +1,005.6% | +461,963.2% | +106,209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling