+889.8%
NVDA vs SHAK
-22.8%
+912.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.1% |
| 7D | -5.1% | -8.3% | +3.2% | -2.5% |
| 30D | -2.5% | -12.6% | +10.2% | +1.7% |
| 3M | +6.7% | +9.1% | -2.5% | +2.2% |
| 6M | +17.6% | -31.2% | +48.9% | +27.7% |
| YTD | +17.3% | -21.6% | +38.9% | +19.7% |
| 1Y | +23.5% | -38.8% | +62.3% | +38.0% |
| 3Y | +384.6% | +0.6% | +384.0% | +292.5% |
| All | +889.8% | -22.8% | +912.5% | +730.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling