+485.4%
NVDA vs STM
-9.8%
+495.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.8% | -11.0% | -8.0% |
| 7D | -11.6% | -5.6% | -6.0% | -9.1% |
| 30D | -22.1% | -14.4% | -7.6% | -15.8% |
| 3M | -20.1% | -20.5% | +0.3% | -10.6% |
| 6M | -16.8% | -24.5% | +7.7% | -10.4% |
| YTD | -4.0% | +72.7% | -76.7% | -41.7% |
| 1Y | -4.8% | +91.0% | -95.8% | -46.4% |
| 3Y | +281.7% | +13.5% | +268.2% | +177.2% |
| 5Y | +485.4% | -9.2% | +494.6% | +434.9% |
| All | +485.4% | -9.8% | +495.2% | +434.9% |
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