+476,136.2%
NVDA vs SAP
+1,021.3%
+475,114.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -5.3% |
| 7D | -11.6% | +1.6% | -13.2% | -12.9% |
| 30D | -22.1% | +10.5% | -32.6% | -27.2% |
| 3M | -20.1% | +15.2% | -35.3% | -27.7% |
| 6M | -16.8% | +36.7% | -53.5% | -34.2% |
| YTD | -4.0% | -0.6% | -3.4% | -10.1% |
| 1Y | -4.8% | -4.1% | -0.7% | -8.9% |
| 3Y | +281.7% | +73.2% | +208.4% | +150.8% |
| 5Y | +485.4% | +74.1% | +411.3% | +290.9% |
| 10Y | +10,310.1% | +222.9% | +10,087.1% | +4,664.8% |
| All | +476,136.2% | +1,021.3% | +475,114.9% | +108,252.9% |
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