+396.3%
NVDA vs SE
+194.4%
+201.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | +3.8% | +0.6% | +3.2% | +3.6% |
| 30D | +0.8% | -0.1% | +0.9% | +0.1% |
| 3M | +8.2% | +34.1% | -25.9% | -3.1% |
| 6M | +27.1% | +23.2% | +3.9% | +16.2% |
| YTD | +21.2% | -11.2% | +32.3% | +22.6% |
| 1Y | +34.3% | -40.5% | +74.8% | +56.8% |
| 3Y | +396.3% | +196.3% | +200.0% | +248.1% |
| All | +396.3% | +194.4% | +201.9% | +248.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling