+7,836.4%
NVDA vs SBAC
+114.8%
+7,721.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.5% |
| 7D | -12.7% | +0.6% | -13.4% | -12.9% |
| 30D | -26.4% | +5.5% | -31.9% | -28.0% |
| 3M | -27.6% | +3.1% | -30.7% | -28.8% |
| 6M | -27.7% | -7.0% | -20.7% | -26.9% |
| YTD | -12.5% | +0.5% | -13.0% | -15.4% |
| 1Y | -12.6% | +0.2% | -12.9% | -15.5% |
| 3Y | +235.9% | -7.4% | +243.3% | +213.4% |
| 5Y | +438.2% | -39.7% | +477.9% | +536.4% |
| All | +7,836.4% | +114.8% | +7,721.6% | +6,149.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling