+14,546.7%
NVDA vs STX
+3,412.6%
+11,134.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.7% |
| 7D | -5.1% | -2.3% | -2.9% | -4.4% |
| 30D | -2.5% | -5.5% | +3.0% | -1.0% |
| 3M | +6.7% | -4.3% | +11.0% | +3.8% |
| 6M | +17.6% | +115.6% | -98.0% | -26.2% |
| YTD | +17.3% | +202.2% | -184.9% | -41.4% |
| 1Y | +23.5% | +325.3% | -301.8% | -51.4% |
| 3Y | +384.6% | +1,283.9% | -899.3% | -8.4% |
| 5Y | +875.4% | +1,048.3% | -172.9% | +104.6% |
| All | +14,546.7% | +3,412.6% | +11,134.1% | +1,556.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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