+7,836.4%
NVDA vs SO
+197.2%
+7,639.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -12.7% | +1.4% | -14.1% | -13.0% |
| 30D | -26.4% | +4.7% | -31.1% | -27.1% |
| 3M | -27.6% | +1.7% | -29.3% | -27.9% |
| 6M | -27.7% | +2.2% | -29.9% | -28.2% |
| YTD | -12.5% | +10.0% | -22.4% | -14.7% |
| 1Y | -12.6% | +6.0% | -18.7% | -14.3% |
| 3Y | +235.9% | +54.1% | +181.8% | +185.5% |
| 5Y | +438.2% | +79.6% | +358.6% | +324.6% |
| All | +7,836.4% | +197.2% | +7,639.3% | +5,970.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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