+33,149.5%
NVDA vs SHOP
+8,524.1%
+24,625.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -4.2% |
| 7D | -18.3% | +2.8% | -21.1% | -19.1% |
| 30D | -26.3% | -14.2% | -12.2% | -22.7% |
| 3M | -22.3% | -5.5% | -16.8% | -21.7% |
| 6M | -21.3% | +32.8% | -54.1% | -31.2% |
| YTD | -9.2% | -8.9% | -0.3% | -11.5% |
| 1Y | -14.9% | -7.7% | -7.2% | -17.8% |
| 3Y | +250.5% | +139.0% | +111.4% | +123.6% |
| 5Y | +475.8% | -0.5% | +476.4% | +333.0% |
| 10Y | +10,058.2% | +3,557.0% | +6,501.2% | +3,384.2% |
| All | +33,149.5% | +8,524.1% | +24,625.4% | +11,316.9% |
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 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