-34.5%
STZ vs NVDX
+507.9%
-542.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -1.8% |
| 7D | +4.9% | -18.2% | +23.1% | +4.8% |
| 30D | +20.9% | -40.2% | +61.1% | +20.6% |
| 3M | +8.0% | -32.6% | +40.6% | +7.8% |
| 6M | -5.3% | -30.6% | +25.3% | -5.5% |
| YTD | +5.9% | -22.3% | +28.2% | +5.5% |
| 1Y | +14.2% | -27.1% | +41.3% | +13.8% |
| 3Y | -37.0% | +441.8% | -478.8% | -42.9% |
| All | -34.5% | +507.9% | -542.4% | -41.9% |
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