+1.0%
NVDA vs XLY
+3.2%
-2.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.4% | -5.5% |
| 7D | -7.1% | +6.1% | -13.2% | -10.2% |
| 30D | -16.2% | +10.8% | -27.0% | -21.2% |
| 3M | -5.5% | +3.6% | -9.1% | -7.5% |
| 6M | +1.1% | +4.4% | -3.3% | -1.7% |
| YTD | +7.6% | +3.1% | +4.5% | +4.2% |
| 1Y | +1.0% | +3.6% | -2.6% | -2.5% |
| All | +1.0% | +3.2% | -2.2% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling