+151.0%
STLD vs NVDX
+772.1%
-621.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -0.9% | -10.2% | +9.3% | +0.1% |
| 30D | -8.9% | -7.3% | -1.6% | -8.4% |
| 3M | -14.0% | +5.5% | -19.6% | -15.2% |
| 6M | +30.8% | +18.3% | +12.5% | +26.4% |
| YTD | +42.3% | +11.4% | +30.8% | +37.6% |
| 1Y | +81.1% | +12.7% | +68.4% | +73.9% |
| All | +151.0% | +772.1% | -621.1% | +100.5% |
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