+7,999.2%
NVDA vs STT
+198.7%
+7,800.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.2% |
| 7D | -8.5% | +5.1% | -13.6% | -11.0% |
| 30D | -27.3% | -0.2% | -27.0% | -27.2% |
| 3M | -25.8% | -8.1% | -17.6% | -22.4% |
| 6M | -24.6% | +16.6% | -41.2% | -30.7% |
| YTD | -10.7% | +37.8% | -48.5% | -25.3% |
| 1Y | -14.0% | +46.8% | -60.9% | -30.6% |
| 3Y | +244.9% | +181.2% | +63.7% | +92.2% |
| 5Y | +449.3% | +105.1% | +344.1% | +253.3% |
| All | +7,999.2% | +198.7% | +7,800.5% | +4,277.8% |
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