+81.1%
SPY vs NVD
-99.1%
+180.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -0.8% | +10.8% | -11.6% | +0.4% |
| 30D | -1.1% | +0.8% | -1.8% | -0.6% |
| 3M | +3.9% | -20.8% | +24.7% | +2.2% |
| 6M | +13.6% | -41.2% | +54.8% | +9.2% |
| YTD | +12.7% | -44.2% | +56.9% | +8.3% |
| 1Y | +17.5% | -54.2% | +71.7% | +11.6% |
| 3Y | +76.9% | -99.1% | +176.0% | +22.1% |
| All | +81.1% | -99.1% | +180.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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