+14,546.7%
NVDA vs SPYM
+325.3%
+14,221.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -1.6% |
| 7D | -5.1% | -0.8% | -4.4% | -3.7% |
| 30D | -2.5% | -1.1% | -1.4% | -0.4% |
| 3M | +6.7% | +3.9% | +2.8% | -0.1% |
| 6M | +17.6% | +13.6% | +4.0% | -6.1% |
| YTD | +17.3% | +12.7% | +4.6% | -4.7% |
| 1Y | +23.5% | +17.6% | +5.9% | -6.7% |
| 3Y | +384.6% | +77.2% | +307.4% | +88.1% |
| 5Y | +875.4% | +84.1% | +791.3% | +293.5% |
| All | +14,546.7% | +325.3% | +14,221.4% | +1,655.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling