+399.1%
NVDA vs STM
+23.1%
+376.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.2% |
| 7D | +5.9% | +5.8% | +0.1% | +3.8% |
| 30D | +5.1% | -1.0% | +6.1% | +5.4% |
| 3M | +5.4% | -33.3% | +38.6% | +19.6% |
| 6M | +26.0% | +57.4% | -31.4% | -1.3% |
| YTD | +23.7% | +102.2% | -78.5% | -13.8% |
| 1Y | +34.4% | +99.6% | -65.2% | -7.2% |
| All | +399.1% | +23.1% | +376.0% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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