+15,200.7%
NVDA vs STRL
+7,055.3%
+8,145.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -0.3% | +8.2% | -8.5% | -2.6% |
| 30D | +2.8% | -6.3% | +9.1% | +4.5% |
| 3M | +7.4% | -41.2% | +48.6% | +21.9% |
| 6M | +22.6% | +20.4% | +2.2% | +5.2% |
| YTD | +20.1% | +61.7% | -41.6% | -7.1% |
| 1Y | +31.2% | +72.7% | -41.6% | -2.5% |
| 3Y | +391.7% | +530.9% | -139.2% | +136.4% |
| 5Y | +911.9% | +2,125.4% | -1,213.5% | +233.4% |
| 10Y | +15,200.7% | +7,301.3% | +7,899.3% | +3,318.4% |
| All | +15,200.7% | +7,055.3% | +8,145.3% | +3,318.4% |
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