+396.0%
NVDA vs XLC
+70.4%
+325.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.2% |
| 7D | -0.3% | -1.4% | +1.1% | +1.4% |
| 30D | +2.8% | -0.9% | +3.7% | +3.5% |
| 3M | +7.4% | -0.3% | +7.8% | +6.5% |
| 6M | +22.6% | -5.2% | +27.8% | +30.1% |
| YTD | +20.1% | -5.3% | +25.4% | +27.4% |
| 1Y | +31.2% | -2.8% | +34.0% | +33.4% |
| All | +396.0% | +70.4% | +325.6% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling