+14,546.7%
NVDA vs SMH
+1,868.1%
+12,678.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -1.8% |
| 7D | -5.1% | +0.3% | -5.4% | -5.5% |
| 30D | -2.5% | -2.8% | +0.3% | +0.8% |
| 3M | +6.7% | -6.7% | +13.4% | +12.0% |
| 6M | +17.6% | +41.8% | -24.2% | -29.7% |
| YTD | +17.3% | +57.9% | -40.5% | -39.4% |
| 1Y | +23.5% | +87.6% | -64.1% | -49.4% |
| 3Y | +384.6% | +282.9% | +101.7% | -19.2% |
| 5Y | +875.4% | +330.4% | +545.0% | +54.0% |
| All | +14,546.7% | +1,868.1% | +12,678.6% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMH.
Daily Out/Under-Performance
Portfolio return minus SMH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMH 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 SMH 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