+104.6%
SPYG vs NVDX
+774.9%
-670.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.1% |
| 7D | -1.8% | -8.6% | +6.8% | -0.4% |
| 30D | -1.9% | -1.4% | -0.5% | -2.1% |
| 3M | +5.2% | +10.6% | -5.5% | +2.3% |
| 6M | +15.6% | +20.2% | -4.6% | +9.9% |
| YTD | +12.4% | +11.8% | +0.6% | +7.4% |
| 1Y | +17.5% | +12.9% | +4.5% | +10.9% |
| All | +104.6% | +774.9% | -670.3% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling