+450,068.1%
NVDA vs STRL
+13,526.4%
+436,541.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | -18.3% | -19.8% | +1.5% | -16.0% |
| 30D | -26.3% | -43.6% | +17.2% | -20.2% |
| 3M | -22.3% | -45.2% | +22.9% | -15.6% |
| 6M | -21.3% | -65.7% | +44.4% | -9.5% |
| YTD | -9.2% | -5.4% | -3.8% | -13.2% |
| 1Y | -14.9% | -24.7% | +9.7% | -16.0% |
| 3Y | +250.5% | +335.0% | -84.6% | +164.5% |
| 5Y | +475.8% | +915.3% | -439.5% | +284.4% |
| 10Y | +10,058.2% | +3,877.5% | +6,180.8% | +5,400.2% |
| All | +450,068.1% | +13,526.4% | +436,541.7% | +247,047.7% |
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