+433,968.7%
NVDA vs SPY
+898.9%
+433,069.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | -12.7% | +2.6% | -15.3% | -16.5% |
| 30D | -26.4% | -2.0% | -24.4% | -23.9% |
| 3M | -27.6% | -2.8% | -24.9% | -24.0% |
| 6M | -27.7% | +2.1% | -29.9% | -29.6% |
| YTD | -12.5% | +11.5% | -24.0% | -25.8% |
| 1Y | -12.6% | +13.5% | -26.1% | -28.0% |
| 3Y | +235.9% | +77.7% | +158.2% | +43.5% |
| 5Y | +438.2% | +72.6% | +365.6% | +167.9% |
| 10Y | +7,445.8% | +308.2% | +7,137.6% | +981.7% |
| All | +433,968.7% | +898.9% | +433,069.9% | +24,164.9% |
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