+613,227.2%
NVDA vs SPY
+917.3%
+612,309.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.5% |
| 7D | +5.9% | +0.1% | +5.8% | +5.7% |
| 30D | +5.1% | +0.1% | +5.0% | +5.1% |
| 3M | +5.4% | +2.0% | +3.4% | +2.6% |
| 6M | +26.0% | +13.0% | +13.0% | +4.1% |
| YTD | +23.7% | +13.5% | +10.1% | +1.7% |
| 1Y | +34.4% | +20.0% | +14.4% | +1.4% |
| 3Y | +375.8% | +77.2% | +298.6% | +104.4% |
| 5Y | +911.8% | +81.9% | +829.9% | +364.5% |
| 10Y | +14,899.8% | +314.1% | +14,585.7% | +1,998.5% |
| All | +613,227.2% | +917.3% | +612,309.9% | +33,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling