+258.4%
NVDA vs STZ
-35.6%
+294.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +2.8% |
| 7D | -13.2% | -0.9% | -12.2% | -13.2% |
| 30D | -23.2% | +14.9% | -38.2% | -22.8% |
| 3M | -20.0% | +8.4% | -28.5% | -19.5% |
| 6M | -20.6% | +2.8% | -23.5% | -20.0% |
| YTD | -6.6% | +7.5% | -14.2% | -6.7% |
| 1Y | -9.8% | +12.5% | -22.4% | -10.4% |
| All | +258.4% | -35.6% | +294.0% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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