+250.5%
NVDA vs STLA
-74.3%
+324.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -4.7% |
| 7D | -18.3% | -4.9% | -13.4% | -17.3% |
| 30D | -26.3% | -4.9% | -21.4% | -25.7% |
| 3M | -22.3% | -23.7% | +1.4% | -17.8% |
| 6M | -21.3% | -45.0% | +23.6% | -10.3% |
| YTD | -9.2% | -60.9% | +51.7% | +10.8% |
| 1Y | -14.9% | -58.9% | +43.9% | +1.6% |
| 3Y | +250.5% | -74.4% | +324.9% | +384.0% |
| All | +250.5% | -74.3% | +324.7% | +384.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling