+51,527.5%
NVDA vs SCHG
+1,132.2%
+50,395.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.4% |
| 7D | -5.1% | -1.0% | -4.1% | -3.5% |
| 30D | -2.5% | -1.3% | -1.2% | -0.4% |
| 3M | +6.7% | +5.4% | +1.2% | -1.9% |
| 6M | +17.6% | +14.4% | +3.2% | -4.8% |
| YTD | +17.3% | +8.0% | +9.3% | +4.4% |
| 1Y | +23.5% | +12.7% | +10.8% | +3.1% |
| 3Y | +384.6% | +85.6% | +299.0% | +99.6% |
| 5Y | +875.4% | +85.5% | +789.9% | +345.5% |
| 10Y | +14,849.4% | +456.0% | +14,393.4% | +1,484.9% |
| All | +51,527.5% | +1,132.2% | +50,395.3% | +1,731.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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