+2,888.1%
NVDA vs SPOT
+260.8%
+2,627.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.6% |
| 7D | -8.5% | -2.6% | -5.9% | -7.5% |
| 30D | -27.3% | +13.5% | -40.7% | -31.9% |
| 3M | -25.8% | +22.2% | -48.0% | -33.6% |
| 6M | -24.6% | +38.3% | -62.9% | -37.5% |
| YTD | -10.7% | +3.1% | -13.7% | -17.9% |
| 1Y | -14.0% | -7.6% | -6.4% | -16.8% |
| 3Y | +244.9% | +250.0% | -5.2% | +61.5% |
| 5Y | +449.3% | +113.3% | +335.9% | +196.6% |
| All | +2,888.1% | +260.8% | +2,627.3% | +921.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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