-10.5%
STRL vs NVDX
-46.3%
+35.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +1.0% | -1.3% |
| 7D | +15.7% | -24.7% | +40.4% | +29.3% |
| 30D | -35.5% | -48.2% | +12.7% | -14.1% |
| 3M | -47.1% | -51.9% | +4.7% | -27.8% |
| 6M | -65.8% | -55.6% | -10.1% | -52.8% |
| YTD | -4.5% | -41.5% | +37.0% | +11.5% |
| 1Y | -10.5% | -44.0% | +33.5% | +5.0% |
| All | -10.5% | -46.3% | +35.9% | +5.0% |
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