+474.2%
NVDA vs STZ
-28.3%
+502.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.1% |
| 7D | -13.2% | -0.9% | -12.2% | -13.1% |
| 30D | -23.2% | +14.9% | -38.2% | -25.7% |
| 3M | -20.0% | +8.4% | -28.5% | -21.8% |
| 6M | -20.6% | +2.8% | -23.5% | -21.6% |
| YTD | -6.6% | +7.5% | -14.2% | -10.7% |
| 1Y | -9.8% | +12.5% | -22.4% | -15.6% |
| 3Y | +260.5% | -35.4% | +295.9% | +307.4% |
| 5Y | +474.2% | -29.3% | +503.5% | +507.2% |
| All | +474.2% | -28.3% | +502.5% | +507.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling