+384.6%
NVDA vs SHAK
-2.6%
+387.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.6% |
| 7D | -5.1% | -8.3% | +3.2% | -3.6% |
| 30D | -2.5% | -12.6% | +10.2% | -0.1% |
| 3M | +6.7% | +9.1% | -2.5% | +4.2% |
| 6M | +17.6% | -31.2% | +48.9% | +24.0% |
| YTD | +17.3% | -21.6% | +38.9% | +18.9% |
| 1Y | +23.5% | -38.8% | +62.3% | +33.2% |
| 3Y | +384.6% | +0.6% | +384.0% | +402.1% |
| All | +384.6% | -2.6% | +387.3% | +402.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling