+31.2%
NVDA vs STRL
+72.5%
-41.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -0.3% | +8.2% | -8.5% | -1.5% |
| 30D | +2.8% | -6.3% | +9.1% | +3.7% |
| 3M | +7.4% | -41.2% | +48.6% | +14.5% |
| 6M | +22.6% | +20.4% | +2.2% | +11.9% |
| YTD | +20.1% | +61.7% | -41.6% | +0.3% |
| 1Y | +31.2% | +72.7% | -41.6% | +6.9% |
| All | +31.2% | +72.5% | -41.4% | +6.9% |
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