+7,949.9%
NVDA vs SM
+10.6%
+7,939.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +2.2% |
| 7D | -13.2% | +0.3% | -13.5% | -13.2% |
| 30D | -23.2% | -17.3% | -5.9% | -21.6% |
| 3M | -20.0% | -3.6% | -16.4% | -20.1% |
| 6M | -20.6% | +2.9% | -23.5% | -21.8% |
| YTD | -6.6% | +70.2% | -76.8% | -14.3% |
| 1Y | -9.8% | +66.5% | -76.3% | -17.2% |
| 3Y | +260.5% | -8.2% | +268.7% | +250.5% |
| 5Y | +474.2% | -1.5% | +475.7% | +444.5% |
| 10Y | +7,949.9% | +11.9% | +7,938.0% | +6,098.3% |
| All | +7,949.9% | +10.6% | +7,939.4% | +6,098.3% |
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