+613,227.1%
NVDA vs STRL
+22,793.6%
+590,433.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | 0.0% |
| 7D | +5.9% | +3.4% | +2.5% | +5.3% |
| 30D | +5.1% | -9.2% | +14.3% | +6.6% |
| 3M | +5.4% | -51.0% | +56.4% | +16.2% |
| 6M | +26.0% | +15.8% | +10.2% | +18.3% |
| YTD | +23.7% | +58.9% | -35.2% | +10.2% |
| 1Y | +34.4% | +68.5% | -34.1% | +18.0% |
| 3Y | +375.8% | +485.2% | -109.4% | +244.0% |
| 5Y | +911.8% | +2,005.1% | -1,093.3% | +513.2% |
| 10Y | +14,899.8% | +7,118.0% | +7,781.8% | +7,390.3% |
| All | +613,227.1% | +22,793.6% | +590,433.4% | +313,747.1% |
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