-14.9%
NVDA vs STRL
-26.6%
+11.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -18.3% | -19.8% | +1.5% | -16.0% |
| 30D | -26.3% | -43.6% | +17.2% | -20.6% |
| 3M | -22.3% | -45.2% | +22.9% | -16.1% |
| 6M | -21.3% | -65.7% | +44.4% | -10.8% |
| YTD | -9.2% | -5.4% | -3.8% | -18.5% |
| 1Y | -14.9% | -24.7% | +9.7% | -19.6% |
| All | -14.9% | -26.6% | +11.6% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling