+250.5%
NVDA vs SM
-12.9%
+263.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.7% |
| 7D | -18.3% | -19.5% | +1.2% | -15.5% |
| 30D | -26.3% | -20.2% | -6.1% | -23.8% |
| 3M | -22.3% | -6.5% | -15.8% | -22.1% |
| 6M | -21.3% | +1.6% | -22.9% | -23.2% |
| YTD | -9.2% | +61.2% | -70.5% | -23.4% |
| 1Y | -14.9% | +65.4% | -80.3% | -29.2% |
| 3Y | +250.5% | -13.0% | +263.5% | +242.9% |
| All | +250.5% | -12.9% | +263.3% | +242.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling