+15,200.7%
NVDA vs SM
+16.0%
+15,184.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +2.8% | +20.3% | -17.5% | +0.6% |
| 3M | +7.4% | +22.9% | -15.5% | +4.3% |
| 6M | +22.6% | +47.8% | -25.2% | +15.6% |
| YTD | +20.1% | +107.5% | -87.4% | +8.3% |
| 1Y | +31.2% | +51.7% | -20.6% | +22.4% |
| 3Y | +391.7% | -0.9% | +392.6% | +374.7% |
| 5Y | +911.9% | +112.2% | +799.6% | +795.5% |
| 10Y | +15,200.7% | +20.3% | +15,180.4% | +11,184.4% |
| All | +15,200.7% | +16.0% | +15,184.7% | +11,184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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