+23.5%
NVDA vs SPYM
+17.9%
+5.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -1.1% |
| 7D | -5.1% | -1.0% | -4.1% | -3.2% |
| 30D | -2.5% | -1.3% | -1.1% | +0.2% |
| 3M | +6.7% | +3.6% | +3.1% | +0.2% |
| 6M | +17.6% | +13.3% | +4.3% | -5.6% |
| YTD | +17.3% | +12.4% | +4.9% | -4.2% |
| 1Y | +23.5% | +17.3% | +6.2% | -7.2% |
| All | +23.5% | +17.9% | +5.6% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling