-25.9%
STRL vs NVDX
-27.2%
+1.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -6.2% | -15.3% | -18.6% |
| 7D | -27.1% | -14.1% | -13.0% | -21.4% |
| 30D | -45.8% | -31.3% | -14.5% | -35.8% |
| 3M | -47.6% | -16.2% | -31.5% | -43.4% |
| 6M | -46.4% | -11.9% | -34.6% | -44.6% |
| YTD | -7.4% | -9.4% | +2.0% | -9.9% |
| 1Y | -25.9% | -23.9% | -2.0% | -23.4% |
| All | -25.9% | -27.2% | +1.3% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling