+86,546.2%
NVDA vs SPYM
+829.4%
+85,716.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | +5.9% | +0.1% | +5.8% | +5.7% |
| 30D | +5.1% | +0.1% | +5.0% | +5.1% |
| 3M | +5.4% | +2.0% | +3.3% | +2.7% |
| 6M | +26.0% | +13.1% | +12.9% | +5.5% |
| YTD | +23.7% | +13.6% | +10.0% | +3.0% |
| 1Y | +34.4% | +20.1% | +14.3% | +3.4% |
| 3Y | +375.8% | +77.6% | +298.3% | +118.7% |
| 5Y | +911.8% | +82.5% | +829.2% | +394.5% |
| 10Y | +14,899.8% | +317.6% | +14,582.2% | +2,597.9% |
| All | +86,546.2% | +829.4% | +85,716.8% | +6,322.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling