+31.4%
STM vs NVDX
+833.4%
-801.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.3% |
| 7D | +5.2% | +7.3% | -2.1% | +3.6% |
| 30D | -7.4% | -0.9% | -6.4% | -7.5% |
| 3M | -30.6% | +8.4% | -39.0% | -32.2% |
| 6M | +66.4% | +38.2% | +28.2% | +53.8% |
| YTD | +101.1% | +19.3% | +81.9% | +90.1% |
| 1Y | +97.4% | +33.3% | +64.1% | +80.1% |
| All | +31.4% | +833.4% | -801.9% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling