+45.5%
SO vs NVDX
+772.1%
-726.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | -1.1% | -10.2% | +9.1% | -1.6% |
| 30D | -5.0% | -7.3% | +2.3% | -5.2% |
| 3M | -5.8% | +5.5% | -11.3% | -5.2% |
| 6M | -7.9% | +18.3% | -26.2% | -6.5% |
| YTD | +2.4% | +11.4% | -9.0% | +4.0% |
| 1Y | -2.3% | +12.7% | -14.9% | -0.3% |
| All | +45.5% | +772.1% | -726.6% | +57.6% |
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