+889.8%
NVDA vs SPYM
+82.9%
+806.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -1.9% |
| 7D | -5.1% | -0.8% | -4.4% | -3.5% |
| 30D | -2.5% | -1.1% | -1.4% | 0.0% |
| 3M | +6.7% | +3.9% | +2.8% | -1.5% |
| 6M | +17.6% | +13.6% | +4.0% | -10.3% |
| YTD | +17.3% | +12.7% | +4.6% | -8.8% |
| 1Y | +23.5% | +17.6% | +5.9% | -12.2% |
| 3Y | +384.6% | +77.2% | +307.4% | +48.3% |
| All | +889.8% | +82.9% | +806.8% | +231.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling