-24.6%
NVDA vs XLC
-6.5%
-18.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -4.3% |
| 7D | -8.5% | +3.1% | -11.6% | -8.7% |
| 30D | -27.3% | -4.2% | -23.1% | -26.7% |
| 3M | -25.8% | -2.1% | -23.6% | -25.8% |
| 6M | -24.6% | -6.6% | -17.9% | -16.4% |
| All | -24.6% | -6.5% | -18.1% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling