+913.8%
NVDA vs STRL
+2,093.0%
-1,179.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -3.0% |
| 7D | +3.8% | +10.1% | -6.3% | +0.6% |
| 30D | +0.8% | -8.2% | +9.0% | +3.3% |
| 3M | +8.2% | -43.7% | +51.9% | +26.7% |
| 6M | +27.1% | +27.1% | 0.0% | +1.5% |
| YTD | +21.2% | +64.0% | -42.8% | -14.3% |
| 1Y | +34.3% | +75.2% | -40.9% | -10.7% |
| 3Y | +396.3% | +539.9% | -143.7% | +71.9% |
| 5Y | +913.8% | +2,133.0% | -1,219.2% | +59.8% |
| All | +913.8% | +2,093.0% | -1,179.2% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling