+281.7%
NVDA vs STT
+177.3%
+104.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.5% | -5.8% |
| 7D | -11.6% | +0.9% | -12.5% | -11.9% |
| 30D | -22.1% | -2.3% | -19.7% | -21.1% |
| 3M | -20.1% | -7.5% | -12.7% | -17.1% |
| 6M | -16.8% | +14.9% | -31.7% | -22.2% |
| YTD | -4.0% | +34.9% | -38.9% | -17.1% |
| 1Y | -4.8% | +47.1% | -51.9% | -21.1% |
| 3Y | +281.7% | +179.6% | +102.1% | +158.6% |
| All | +281.7% | +177.3% | +104.4% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling