+18.4%
STM vs NVDX
+357.5%
-339.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.5% |
| 7D | +12.0% | -24.7% | +36.7% | +18.7% |
| 30D | -0.4% | -48.2% | +47.8% | +14.8% |
| 3M | -13.2% | -51.9% | +38.7% | +1.4% |
| 6M | -26.1% | -55.6% | +29.6% | -12.9% |
| YTD | +81.2% | -41.5% | +122.7% | +99.8% |
| 1Y | +98.3% | -44.0% | +142.3% | +119.5% |
| 3Y | +16.7% | +262.2% | -245.5% | -11.3% |
| All | +18.4% | +357.5% | -339.2% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling