+7,836.4%
NVDA vs SHOP
+3,581.9%
+4,254.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | -1.2% | -11.5% | -12.3% |
| 30D | -26.4% | -14.7% | -11.7% | -21.9% |
| 3M | -27.6% | -7.2% | -20.4% | -26.4% |
| 6M | -27.7% | +54.2% | -81.9% | -41.9% |
| YTD | -12.5% | -8.6% | -3.9% | -15.4% |
| 1Y | -12.6% | +0.5% | -13.2% | -19.4% |
| 3Y | +235.9% | +135.9% | +100.0% | +94.4% |
| 5Y | +438.2% | -11.9% | +450.1% | +314.1% |
| All | +7,836.4% | +3,581.9% | +4,254.6% | +1,104.2% |
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