+613,227.2%
NVDA vs SAP
+915.9%
+612,311.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | +5.9% | -2.9% | +8.8% | +7.7% |
| 30D | +5.1% | +9.0% | -3.9% | -0.5% |
| 3M | +5.4% | +14.9% | -9.6% | -5.8% |
| 6M | +26.0% | +11.9% | +14.1% | +13.0% |
| YTD | +23.7% | -9.9% | +33.6% | +24.4% |
| 1Y | +34.4% | -19.5% | +53.9% | +44.2% |
| 3Y | +375.8% | +61.8% | +314.0% | +229.6% |
| 5Y | +911.8% | +56.2% | +855.6% | +629.4% |
| 10Y | +14,899.8% | +180.6% | +14,719.2% | +7,454.2% |
| All | +613,227.2% | +915.9% | +612,311.3% | +149,831.5% |
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