+576.2%
STRL vs NVDX
+774.9%
-198.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.4% | -0.8% |
| 7D | +5.4% | -8.6% | +14.0% | +8.2% |
| 30D | -9.0% | -1.4% | -7.5% | -9.1% |
| 3M | -37.1% | +10.6% | -47.7% | -39.6% |
| 6M | +17.8% | +20.2% | -2.3% | +9.0% |
| YTD | +58.3% | +11.8% | +46.5% | +48.3% |
| 1Y | +61.0% | +12.9% | +48.1% | +49.5% |
| All | +576.2% | +774.9% | -198.6% | +322.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling