+14,546.7%
NVDA vs SHAK
+87.2%
+14,459.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.0% |
| 7D | -5.1% | -8.3% | +3.2% | -2.7% |
| 30D | -2.5% | -12.6% | +10.2% | +1.4% |
| 3M | +6.7% | +9.1% | -2.5% | +2.6% |
| 6M | +17.6% | -31.2% | +48.9% | +26.7% |
| YTD | +17.3% | -21.6% | +38.9% | +20.0% |
| 1Y | +23.5% | -38.8% | +62.3% | +36.3% |
| 3Y | +384.6% | +0.6% | +384.0% | +322.1% |
| 5Y | +875.4% | -22.5% | +897.9% | +781.3% |
| All | +14,546.7% | +87.2% | +14,459.5% | +8,991.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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