+354.5%
STRL vs NVDX
+280.8%
+73.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.2% | +2.1% |
| 7D | +23.4% | -17.5% | +41.0% | +29.9% |
| 30D | -39.5% | -49.2% | +9.7% | -25.3% |
| 3M | -45.1% | -49.3% | +4.3% | -32.5% |
| 6M | -64.6% | -52.0% | -12.6% | -56.4% |
| YTD | -1.5% | -39.1% | +37.6% | +11.3% |
| 1Y | -20.8% | -45.8% | +25.0% | -7.4% |
| All | +354.5% | +280.8% | +73.7% | +285.5% |
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