+309.2%
NVDA vs STRL
+233.5%
+75.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +1.8% |
| 7D | -8.8% | -26.9% | +18.1% | -1.5% |
| 30D | -21.4% | -52.7% | +31.3% | -4.8% |
| 3M | -14.7% | -52.8% | +38.2% | +2.8% |
| 6M | -10.0% | -71.5% | +61.5% | +21.2% |
| YTD | +0.3% | -17.4% | +17.8% | -12.9% |
| 1Y | -0.5% | -35.0% | +34.4% | -5.7% |
| 3Y | +309.2% | +239.2% | +69.9% | +114.6% |
| All | +309.2% | +233.5% | +75.6% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling