+14,546.7%
NVDA vs SPYG
+424.6%
+14,122.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -1.5% |
| 7D | -5.1% | -0.9% | -4.2% | -3.6% |
| 30D | -2.5% | -1.5% | -1.0% | +0.4% |
| 3M | +6.7% | +3.7% | +2.9% | +0.2% |
| 6M | +17.6% | +16.4% | +1.2% | -9.9% |
| YTD | +17.3% | +13.3% | +4.0% | -5.4% |
| 1Y | +23.5% | +17.9% | +5.6% | -6.7% |
| 3Y | +384.6% | +98.3% | +286.3% | +59.7% |
| 5Y | +875.4% | +86.4% | +789.0% | +297.7% |
| All | +14,546.7% | +424.6% | +14,122.1% | +934.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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