+396.0%
NVDA vs SHW
+21.1%
+374.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -0.3% | -3.2% | +2.9% | +0.8% |
| 30D | +2.8% | -11.4% | +14.2% | +7.1% |
| 3M | +7.4% | +3.5% | +3.9% | +5.4% |
| 6M | +22.6% | -3.4% | +26.0% | +23.2% |
| YTD | +20.1% | -0.3% | +20.4% | +18.4% |
| 1Y | +31.2% | -10.4% | +41.6% | +35.4% |
| All | +396.0% | +21.1% | +374.9% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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