+14,546.7%
NVDA vs SHOP
+3,113.3%
+11,433.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.7% |
| 7D | -5.1% | -11.2% | +6.1% | -0.6% |
| 30D | -2.5% | -14.4% | +11.9% | +3.5% |
| 3M | +6.7% | +16.6% | -9.9% | -2.4% |
| 6M | +17.6% | -0.6% | +18.2% | +12.7% |
| YTD | +17.3% | -20.0% | +37.3% | +21.0% |
| 1Y | +23.5% | -11.2% | +34.7% | +20.7% |
| 3Y | +384.6% | +99.5% | +285.1% | +200.4% |
| 5Y | +875.4% | -13.2% | +888.6% | +653.1% |
| All | +14,546.7% | +3,113.3% | +11,433.4% | +2,391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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