+444.8%
NVDA vs XLP
+44.5%
+400.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | -12.7% | +2.5% | -15.3% | -13.2% |
| 30D | -26.4% | +7.3% | -33.7% | -27.7% |
| 3M | -27.6% | +8.1% | -35.7% | -29.1% |
| 6M | -27.7% | +10.5% | -38.2% | -29.9% |
| YTD | -12.5% | +21.2% | -33.7% | -19.3% |
| 1Y | -12.6% | +22.7% | -35.4% | -20.2% |
| 3Y | +235.9% | +44.8% | +191.1% | +146.8% |
| All | +444.8% | +44.5% | +400.3% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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