+462,968.8%
NVDA vs SM
+654.3%
+462,314.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.8% |
| 7D | -13.2% | +0.3% | -13.5% | -13.2% |
| 30D | -23.2% | -17.3% | -5.9% | -20.7% |
| 3M | -20.0% | -3.6% | -16.4% | -20.1% |
| 6M | -20.6% | +2.9% | -23.5% | -22.5% |
| YTD | -6.6% | +70.2% | -76.8% | -18.2% |
| 1Y | -9.8% | +66.5% | -76.3% | -20.9% |
| 3Y | +260.5% | -8.2% | +268.7% | +244.5% |
| 5Y | +474.2% | -1.5% | +475.7% | +421.7% |
| 10Y | +7,949.9% | +11.9% | +7,938.0% | +4,597.6% |
| All | +462,968.8% | +654.3% | +462,314.6% | +105,852.7% |
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