+7,836.4%
NVDA vs STT
+198.3%
+7,638.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -12.7% | +4.8% | -17.5% | -15.0% |
| 30D | -26.4% | +3.9% | -30.3% | -27.9% |
| 3M | -27.6% | -8.2% | -19.5% | -24.4% |
| 6M | -27.7% | +15.6% | -43.3% | -33.3% |
| YTD | -12.5% | +37.6% | -50.1% | -26.7% |
| 1Y | -12.6% | +50.1% | -62.8% | -30.3% |
| 3Y | +235.9% | +183.1% | +52.9% | +86.6% |
| 5Y | +438.2% | +104.8% | +333.4% | +246.5% |
| All | +7,836.4% | +198.3% | +7,638.2% | +4,193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling