+4,291.4%
NVDA vs SITM
+4,608.4%
-317.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -1.2% |
| 7D | +5.9% | +9.7% | -3.8% | +2.8% |
| 30D | +5.1% | +12.7% | -7.6% | -0.6% |
| 3M | +5.4% | -13.4% | +18.8% | +6.6% |
| 6M | +26.0% | +59.6% | -33.6% | +0.8% |
| YTD | +23.7% | +73.3% | -49.6% | -5.4% |
| 1Y | +34.4% | +165.5% | -131.2% | -14.2% |
| 3Y | +375.8% | +368.7% | +7.1% | +122.2% |
| 5Y | +911.8% | +172.5% | +739.3% | +415.4% |
| All | +4,291.4% | +4,608.4% | -317.0% | +1,161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling