+129.8%
STLD vs NVDX
+280.8%
-151.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.2% | +0.2% |
| 7D | +6.9% | -17.5% | +24.4% | +8.8% |
| 30D | -1.5% | -49.2% | +47.8% | +5.4% |
| 3M | -9.7% | -49.3% | +39.7% | -3.7% |
| 6M | +2.3% | -52.0% | +54.3% | +8.8% |
| YTD | +41.0% | -39.1% | +80.1% | +44.6% |
| 1Y | +51.8% | -45.8% | +97.6% | +57.2% |
| All | +129.8% | +280.8% | -151.0% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling