+444.8%
NVDA vs XLC
+40.7%
+404.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -3.4% |
| 7D | -12.7% | +3.7% | -16.5% | -17.1% |
| 30D | -26.4% | -1.9% | -24.5% | -24.9% |
| 3M | -27.6% | -3.1% | -24.5% | -25.8% |
| 6M | -27.7% | -6.4% | -21.4% | -22.9% |
| YTD | -12.5% | -6.8% | -5.6% | -6.3% |
| 1Y | -12.6% | -1.7% | -10.9% | -13.7% |
| 3Y | +235.9% | +64.7% | +171.3% | +55.9% |
| All | +444.8% | +40.7% | +404.1% | +245.0% |
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