+396.3%
NVDA vs SHOP
+108.4%
+287.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.6% | +5.6% | +0.2% |
| 7D | +3.8% | -4.1% | +7.9% | +5.0% |
| 30D | +0.8% | -11.5% | +12.3% | +4.3% |
| 3M | +8.2% | +21.1% | -12.9% | +0.4% |
| 6M | +27.1% | +3.0% | +24.1% | +22.6% |
| YTD | +21.2% | -16.7% | +37.9% | +24.2% |
| 1Y | +34.3% | -8.3% | +42.6% | +32.2% |
| 3Y | +396.3% | +112.8% | +283.4% | +267.6% |
| All | +396.3% | +108.4% | +287.8% | +267.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling