+60.3%
NVDW vs SPY
+27.1%
+33.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | 0.0% |
| 7D | -0.4% | -0.4% | 0.0% | +0.4% |
| 30D | +2.9% | -1.4% | +4.3% | +6.2% |
| 3M | +7.6% | +3.7% | +3.9% | +0.2% |
| 6M | +24.2% | +13.0% | +11.2% | -2.7% |
| YTD | +19.9% | +12.4% | +7.5% | -4.5% |
| 1Y | +31.1% | +18.5% | +12.6% | -5.8% |
| All | +60.3% | +27.1% | +33.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling