+913.8%
NVDA vs SE
-67.4%
+981.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.1% |
| YTD | +21.2% | -11.2% | +32.3% | +22.0% |
| 1Y | +34.3% | -40.5% | +74.8% | +54.1% |
| 3Y | +396.3% | +196.3% | +200.0% | +220.3% |
| 5Y | +913.8% | -67.0% | +980.8% | +1,138.5% |
| All | +913.8% | -67.4% | +981.2% | +1,138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling