-4.8%
SM vs NVDX
+772.1%
-777.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +4.6% | -10.2% | +14.8% | +5.5% |
| 30D | +18.2% | -7.3% | +25.5% | +18.7% |
| 3M | +22.5% | +5.5% | +17.0% | +20.7% |
| 6M | +50.6% | +18.3% | +32.3% | +44.7% |
| YTD | +108.1% | +11.4% | +96.7% | +100.4% |
| 1Y | +46.0% | +12.7% | +33.3% | +38.6% |
| All | -4.8% | +772.1% | -777.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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