+3,479.7%
NVDA vs SE
+355.3%
+3,124.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.5% | +4.0% |
| 7D | -13.2% | -7.7% | -5.5% | -10.9% |
| 30D | -23.2% | -22.8% | -0.4% | -17.0% |
| 3M | -20.0% | -43.7% | +23.7% | -4.8% |
| 6M | -20.6% | -12.8% | -7.8% | -19.2% |
| YTD | -6.6% | -42.0% | +35.4% | +6.9% |
| 1Y | -9.8% | -48.0% | +38.2% | +6.6% |
| 3Y | +260.5% | +62.7% | +197.8% | +184.5% |
| 5Y | +474.2% | -77.8% | +552.0% | +641.9% |
| All | +3,479.7% | +355.3% | +3,124.4% | +1,931.9% |
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