+69,536.1%
NVDA vs STLA
+168.9%
+69,367.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.9% |
| 7D | -13.2% | -11.6% | -1.6% | -10.0% |
| 30D | -23.2% | -6.2% | -17.1% | -22.2% |
| 3M | -20.0% | -24.6% | +4.6% | -14.2% |
| 6M | -20.6% | -44.9% | +24.3% | -7.0% |
| YTD | -6.6% | -62.3% | +55.6% | +19.3% |
| 1Y | -9.8% | -61.8% | +52.0% | +14.2% |
| 3Y | +260.5% | -75.3% | +335.8% | +401.2% |
| 5Y | +474.2% | -72.5% | +546.7% | +667.5% |
| 10Y | +7,949.9% | +0.8% | +7,949.2% | +7,990.9% |
| All | +69,536.1% | +168.9% | +69,367.1% | +59,921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling