+913.8%
NVDA vs STM
+20.9%
+892.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | +3.8% | +5.2% | -1.4% | +0.9% |
| 30D | +0.8% | -7.4% | +8.2% | +5.1% |
| 3M | +8.2% | -30.6% | +38.8% | +28.2% |
| 6M | +27.1% | +66.4% | -39.3% | -17.2% |
| YTD | +21.2% | +101.1% | -80.0% | -31.7% |
| 1Y | +34.3% | +97.4% | -63.1% | -25.4% |
| 3Y | +396.3% | +21.1% | +375.1% | +262.8% |
| 5Y | +913.8% | +22.5% | +891.3% | +648.7% |
| All | +913.8% | +20.9% | +892.9% | +648.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling