+911.9%
NVDA vs XLC
+37.1%
+874.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | -0.3% | -1.4% | +1.1% | +1.6% |
| 30D | +2.8% | -0.9% | +3.7% | +3.5% |
| 3M | +7.4% | -0.3% | +7.8% | +6.2% |
| 6M | +22.6% | -5.2% | +27.8% | +30.3% |
| YTD | +20.1% | -5.3% | +25.4% | +27.5% |
| 1Y | +31.2% | -2.8% | +34.0% | +33.4% |
| 3Y | +391.7% | +71.2% | +320.5% | +120.0% |
| 5Y | +911.9% | +37.6% | +874.3% | +564.4% |
| All | +911.9% | +37.1% | +874.7% | +564.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling