+613,227.2%
NVDA vs SM
+782.1%
+612,445.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.3% |
| 7D | +5.9% | +0.1% | +5.8% | +5.8% |
| 30D | +5.1% | +26.3% | -21.2% | +0.4% |
| 3M | +5.4% | +8.7% | -3.3% | +2.8% |
| 6M | +26.0% | +51.7% | -25.7% | +14.1% |
| YTD | +23.7% | +99.0% | -75.4% | +5.9% |
| 1Y | +34.4% | +34.6% | -0.2% | +23.0% |
| 3Y | +375.8% | -7.8% | +383.6% | +355.9% |
| 5Y | +911.8% | +104.8% | +807.0% | +705.9% |
| 10Y | +14,899.8% | +7.2% | +14,892.5% | +8,824.8% |
| All | +613,227.2% | +782.1% | +612,445.1% | +137,163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling