+48,509.6%
NVDA vs SHAK
+34.1%
+48,475.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.9% |
| 7D | -0.3% | -7.2% | +6.9% | +1.7% |
| 30D | +2.8% | -11.8% | +14.6% | +6.2% |
| 3M | +7.4% | +17.2% | -9.7% | +1.7% |
| 6M | +22.6% | -34.1% | +56.7% | +32.8% |
| YTD | +20.1% | -22.4% | +42.4% | +23.1% |
| 1Y | +31.2% | -35.9% | +67.1% | +41.2% |
| 3Y | +391.7% | -3.4% | +395.1% | +345.5% |
| 5Y | +911.9% | -25.4% | +937.3% | +846.3% |
| 10Y | +15,200.7% | +83.4% | +15,117.3% | +10,519.5% |
| All | +48,509.6% | +34.1% | +48,475.6% | +34,339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling