+1.0%
NVDA vs SBAC
+2.4%
-1.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.8% | -9.0% | -2.8% |
| 7D | -7.1% | +5.8% | -12.9% | -6.7% |
| 30D | -16.2% | +20.8% | -37.0% | -15.6% |
| 3M | -5.5% | +4.8% | -10.2% | -5.0% |
| 6M | +1.1% | -9.1% | +10.2% | +1.7% |
| YTD | +7.6% | +3.1% | +4.5% | +7.8% |
| 1Y | +1.0% | +2.2% | -1.2% | +1.2% |
| All | +1.0% | +2.4% | -1.4% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling