+14,546.7%
NVDA vs XLK
+807.8%
+13,738.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -2.0% |
| 7D | -5.1% | +0.2% | -5.3% | -5.5% |
| 30D | -2.5% | -0.6% | -1.8% | -1.3% |
| 3M | +6.7% | +2.6% | +4.1% | +1.4% |
| 6M | +17.6% | +34.0% | -16.4% | -27.5% |
| YTD | +17.3% | +30.7% | -13.4% | -24.9% |
| 1Y | +23.5% | +39.2% | -15.7% | -28.3% |
| 3Y | +384.6% | +120.4% | +264.2% | +47.8% |
| 5Y | +875.4% | +148.8% | +726.6% | +176.8% |
| All | +14,546.7% | +807.8% | +13,738.9% | +441.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling