-66.9%
STLA vs NVDX
+772.1%
-839.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | -2.9% | -10.2% | +7.3% | -1.8% |
| 30D | +0.9% | -7.3% | +8.3% | +1.5% |
| 3M | -21.6% | +5.5% | -27.2% | -22.7% |
| 6M | -21.6% | +18.3% | -39.9% | -23.8% |
| YTD | -50.4% | +11.4% | -61.9% | -51.9% |
| 1Y | -43.6% | +12.7% | -56.3% | -45.7% |
| All | -66.9% | +772.1% | -839.0% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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