+444.8%
NVDA vs SPY
+72.1%
+372.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.2% |
| 7D | -12.7% | +2.6% | -15.3% | -17.6% |
| 30D | -26.4% | -2.0% | -24.4% | -23.3% |
| 3M | -27.6% | -2.8% | -24.9% | -23.1% |
| 6M | -27.7% | +2.1% | -29.9% | -30.5% |
| YTD | -12.5% | +11.5% | -24.0% | -30.0% |
| 1Y | -12.6% | +13.5% | -26.1% | -32.8% |
| 3Y | +235.9% | +77.7% | +158.2% | +3.1% |
| All | +444.8% | +72.1% | +372.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling