+4,399.3%
NVDA vs SE
+562.7%
+3,836.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | -4.3% | -4.8% | +0.5% | -2.8% |
| 30D | +0.5% | -18.1% | +18.6% | +6.8% |
| 3M | +9.1% | +30.6% | -21.6% | -1.3% |
| 6M | +18.5% | +20.8% | -2.3% | +9.2% |
| YTD | +17.4% | -15.6% | +32.9% | +20.0% |
| 1Y | +23.4% | -44.2% | +67.7% | +43.6% |
| 3Y | +380.6% | +181.5% | +199.0% | +218.9% |
| 5Y | +875.7% | -66.9% | +942.6% | +1,014.2% |
| All | +4,399.3% | +562.7% | +3,836.6% | +2,179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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