+250.5%
NVDA vs SHOP
+143.3%
+107.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -4.4% |
| 7D | -18.3% | +2.8% | -21.1% | -19.0% |
| 30D | -26.3% | -14.2% | -12.2% | -23.2% |
| 3M | -22.3% | -5.5% | -16.8% | -21.6% |
| 6M | -21.3% | +32.8% | -54.1% | -29.9% |
| YTD | -9.2% | -8.9% | -0.3% | -9.9% |
| 1Y | -14.9% | -7.7% | -7.2% | -16.3% |
| 3Y | +250.5% | +139.0% | +111.4% | +126.9% |
| All | +250.5% | +143.3% | +107.2% | +126.9% |
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 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