+834.1%
NVDA vs SMR
+1.6%
+832.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -1.6% |
| 7D | -4.3% | +4.7% | -9.0% | -5.0% |
| 30D | +0.5% | +3.2% | -2.7% | -0.2% |
| 3M | +9.1% | +9.9% | -0.8% | +7.0% |
| 6M | +18.5% | -15.1% | +33.6% | +18.4% |
| YTD | +17.4% | -27.9% | +45.3% | +18.4% |
| 1Y | +23.4% | -70.2% | +93.7% | +34.9% |
| 3Y | +380.6% | +72.5% | +308.1% | +342.9% |
| All | +834.1% | +1.6% | +832.5% | +818.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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