+508.6%
NVDA vs XLP
+40.8%
+467.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.0% |
| 7D | -8.8% | +0.7% | -9.5% | -9.0% |
| 30D | -21.4% | +10.3% | -31.7% | -23.5% |
| 3M | -14.7% | +6.5% | -21.2% | -16.2% |
| 6M | -10.0% | +8.4% | -18.4% | -12.5% |
| YTD | +0.3% | +18.2% | -17.9% | -7.0% |
| 1Y | -0.5% | +22.4% | -23.0% | -9.7% |
| 3Y | +309.2% | +41.9% | +267.3% | +201.2% |
| All | +508.6% | +40.8% | +467.8% | +385.1% |
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