+396.3%
NVDA vs SBAC
-9.5%
+405.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.1% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +0.8% | +3.2% | -2.4% | +1.3% |
| 3M | +8.2% | -5.1% | +13.2% | +7.6% |
| 6M | +27.1% | -2.1% | +29.2% | +26.7% |
| YTD | +21.2% | -0.5% | +21.7% | +21.3% |
| 1Y | +34.3% | +1.1% | +33.2% | +35.1% |
| 3Y | +396.3% | -7.4% | +403.7% | +398.4% |
| All | +396.3% | -9.5% | +405.8% | +398.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling