+10,058.2%
NVDA vs STRL
+3,927.3%
+6,131.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -18.3% | -19.8% | +1.5% | -14.1% |
| 30D | -26.3% | -43.6% | +17.2% | -14.8% |
| 3M | -22.3% | -45.2% | +22.9% | -10.0% |
| 6M | -21.3% | -65.7% | +44.4% | +1.2% |
| YTD | -9.2% | -5.4% | -3.8% | -20.3% |
| 1Y | -14.9% | -24.7% | +9.7% | -20.2% |
| 3Y | +250.5% | +335.0% | -84.6% | +81.8% |
| 5Y | +475.8% | +915.3% | -439.5% | +123.8% |
| 10Y | +10,058.2% | +3,877.5% | +6,180.8% | +2,063.0% |
| All | +10,058.2% | +3,927.3% | +6,131.0% | +2,063.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling