+462,968.8%
NVDA vs STRL
+14,198.8%
+448,770.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.1% | +2.1% |
| 7D | -13.2% | +7.1% | -20.3% | -14.3% |
| 30D | -23.2% | -39.4% | +16.1% | -17.7% |
| 3M | -20.0% | -43.0% | +22.9% | -13.7% |
| 6M | -20.6% | -65.0% | +44.4% | -9.0% |
| YTD | -6.6% | -0.8% | -5.9% | -11.4% |
| 1Y | -9.8% | -20.3% | +10.5% | -11.7% |
| 3Y | +260.5% | +356.5% | -96.0% | +170.1% |
| 5Y | +474.2% | +952.8% | -478.7% | +281.0% |
| 10Y | +7,949.9% | +3,877.1% | +4,072.8% | +4,244.1% |
| All | +462,968.8% | +14,198.8% | +448,770.0% | +252,243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling