-61.4%
NVD vs SAN
+58.9%
-120.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -2.0% |
| 7D | -11.1% | +1.8% | -12.9% | -9.6% |
| 30D | -13.3% | +2.0% | -15.2% | -11.8% |
| 3M | -19.8% | +19.7% | -39.5% | -4.8% |
| 6M | -48.8% | +30.6% | -79.4% | -31.9% |
| YTD | -49.7% | +28.8% | -78.5% | -31.4% |
| 1Y | -61.4% | +57.8% | -119.1% | -35.0% |
| All | -61.4% | +58.9% | -120.3% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling