+590.6%
STRL vs NVDX
+815.5%
-225.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | +8.2% | -0.9% | +9.1% | +8.4% |
| 30D | -6.3% | +3.0% | -9.3% | -7.6% |
| 3M | -41.2% | +6.8% | -48.0% | -43.0% |
| 6M | +20.4% | +28.6% | -8.2% | +9.2% |
| YTD | +61.7% | +17.0% | +44.7% | +49.4% |
| 1Y | +72.7% | +27.0% | +45.7% | +55.2% |
| All | +590.6% | +815.5% | -225.0% | +325.6% |
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