+600,900.0%
NVDA vs SMTC
+1,578.7%
+599,321.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.0% | -12.0% | -7.4% |
| 7D | +3.8% | +22.9% | -19.1% | -7.9% |
| 30D | +0.8% | +16.6% | -15.9% | -9.8% |
| 3M | +8.2% | +2.4% | +5.8% | -0.9% |
| 6M | +27.1% | +98.3% | -71.2% | -23.9% |
| YTD | +21.2% | +120.7% | -99.5% | -32.8% |
| 1Y | +34.3% | +168.3% | -134.0% | -35.1% |
| 3Y | +396.3% | +571.7% | -175.5% | +0.4% |
| 5Y | +913.8% | +114.0% | +799.8% | +301.1% |
| 10Y | +14,572.5% | +497.0% | +14,075.5% | +2,776.7% |
| All | +600,900.0% | +1,578.7% | +599,321.3% | +71,486.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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