+475.8%
NVDA vs SM
-10.9%
+486.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.8% |
| 7D | -18.3% | -19.5% | +1.2% | -14.6% |
| 30D | -26.3% | -20.2% | -6.1% | -23.0% |
| 3M | -22.3% | -6.5% | -15.8% | -22.0% |
| 6M | -21.3% | +1.6% | -22.9% | -23.6% |
| YTD | -9.2% | +61.2% | -70.5% | -23.8% |
| 1Y | -14.9% | +65.4% | -80.3% | -29.5% |
| 3Y | +250.5% | -13.0% | +263.5% | +230.5% |
| 5Y | +475.8% | -4.3% | +480.1% | +395.8% |
| All | +475.8% | -10.9% | +486.8% | +395.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling