-32.8%
STZ vs NVDX
+357.5%
-390.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +0.7% |
| 7D | +2.6% | -24.7% | +27.3% | +2.3% |
| 30D | +15.2% | -48.2% | +63.4% | +14.7% |
| 3M | +7.6% | -51.9% | +59.5% | +7.2% |
| 6M | +5.3% | -55.6% | +60.9% | +4.9% |
| YTD | +8.6% | -41.5% | +50.2% | +8.0% |
| 1Y | +15.6% | -44.0% | +59.6% | +14.9% |
| 3Y | -35.2% | +262.2% | -297.4% | -40.5% |
| All | -32.8% | +357.5% | -390.3% | -40.5% |
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 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