+45,200.5%
NVDA vs SHOP
+8,434.7%
+36,765.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | +5.9% | -5.1% | +11.0% | +7.8% |
| 30D | +5.1% | +0.6% | +4.5% | +4.7% |
| 3M | +5.4% | +25.0% | -19.7% | -4.4% |
| 6M | +26.0% | +11.9% | +14.1% | +16.9% |
| YTD | +23.7% | -9.9% | +33.5% | +22.3% |
| 1Y | +34.4% | 0.0% | +34.4% | +27.0% |
| 3Y | +375.8% | +117.5% | +258.3% | +214.0% |
| 5Y | +911.8% | -6.6% | +918.4% | +683.5% |
| 10Y | +14,899.8% | +3,320.3% | +11,579.5% | +5,136.8% |
| All | +45,200.5% | +8,434.7% | +36,765.8% | +15,675.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling