-54.2%
NVD vs SAN
+49.3%
-103.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.2% |
| 7D | +9.0% | -2.8% | +11.8% | +6.6% |
| 30D | -5.5% | -0.5% | -4.9% | -5.8% |
| 3M | -24.6% | +22.7% | -47.4% | -9.0% |
| 6M | -42.1% | +28.8% | -70.9% | -24.2% |
| YTD | -44.3% | +26.3% | -70.6% | -25.7% |
| 1Y | -54.2% | +48.8% | -103.0% | -25.3% |
| All | -54.2% | +49.3% | -103.5% | -25.3% |
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