+921.2%
NVDA vs STLA
-62.5%
+983.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -0.8% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | +0.8% | -2.4% | +3.1% | +1.4% |
| 3M | +8.2% | -23.9% | +32.1% | +20.0% |
| 6M | +27.1% | -24.6% | +51.7% | +40.9% |
| YTD | +21.2% | -50.5% | +71.7% | +56.2% |
| 1Y | +34.3% | -39.8% | +74.1% | +52.7% |
| 3Y | +396.3% | -65.6% | +461.9% | +596.8% |
| All | +921.2% | -62.5% | +983.7% | +1,133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling