+4,065.9%
NVDA vs SITM
+4,789.7%
-723.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.6% | -1.8% |
| 7D | -5.1% | +3.9% | -9.0% | -6.3% |
| 30D | -2.5% | -6.6% | +4.1% | -0.9% |
| 3M | +6.7% | -11.9% | +18.5% | +7.5% |
| 6M | +17.6% | +81.1% | -63.5% | -9.6% |
| YTD | +17.3% | +80.0% | -62.7% | -11.4% |
| 1Y | +23.5% | +145.8% | -122.3% | -18.8% |
| 3Y | +384.6% | +475.9% | -91.3% | +110.9% |
| 5Y | +875.4% | +189.2% | +686.2% | +388.2% |
| All | +4,065.9% | +4,789.7% | -723.8% | +1,082.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling