-9.8%
NVDA vs STLA
-61.0%
+51.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.1% |
| 7D | -13.2% | -11.6% | -1.6% | -12.5% |
| 30D | -23.2% | -6.2% | -17.1% | -22.9% |
| 3M | -20.0% | -24.6% | +4.6% | -18.6% |
| 6M | -20.6% | -44.9% | +24.3% | -18.1% |
| YTD | -6.6% | -62.3% | +55.6% | -7.5% |
| 1Y | -9.8% | -61.8% | +52.0% | -10.8% |
| All | -9.8% | -61.0% | +51.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling