+600.4%
STRL vs NVDX
+833.4%
-232.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +4.4% |
| 7D | +10.1% | +7.3% | +2.8% | +7.7% |
| 30D | -8.2% | -0.9% | -7.3% | -8.4% |
| 3M | -43.7% | +8.4% | -52.1% | -45.6% |
| 6M | +27.1% | +38.2% | -11.1% | +12.9% |
| YTD | +64.0% | +19.3% | +44.7% | +50.7% |
| 1Y | +75.2% | +33.3% | +41.9% | +55.3% |
| All | +600.4% | +833.4% | -232.9% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling