+7,836.4%
NVDA vs STX
+2,020.3%
+5,816.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.6% |
| 7D | -12.7% | +14.6% | -27.3% | -18.4% |
| 30D | -26.4% | -26.0% | -0.5% | -17.0% |
| 3M | -27.6% | -42.6% | +15.0% | -10.3% |
| 6M | -27.7% | -35.3% | +7.5% | -18.9% |
| YTD | -12.5% | +92.5% | -104.9% | -47.6% |
| 1Y | -12.6% | +102.4% | -115.0% | -49.7% |
| 3Y | +235.9% | +673.8% | -437.9% | -17.3% |
| 5Y | +438.2% | +463.1% | -24.8% | +55.4% |
| All | +7,836.4% | +2,020.3% | +5,816.2% | +1,130.9% |
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