+875.7%
NVDA vs SPYG
+82.6%
+793.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -0.7% |
| 7D | -4.3% | -1.8% | -2.5% | -0.9% |
| 30D | +0.5% | -1.9% | +2.4% | +4.6% |
| 3M | +9.1% | +5.2% | +3.9% | -0.8% |
| 6M | +18.5% | +15.6% | +2.9% | -10.0% |
| YTD | +17.4% | +12.4% | +4.9% | -5.7% |
| 1Y | +23.4% | +17.5% | +6.0% | -8.6% |
| 3Y | +380.6% | +98.1% | +282.5% | +39.6% |
| 5Y | +875.7% | +84.9% | +790.8% | +283.8% |
| All | +875.7% | +82.6% | +793.1% | +283.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling