-99.1%
NVD vs SAN
+342.3%
-441.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.2% |
| 7D | +9.0% | -2.8% | +11.8% | +6.7% |
| 30D | -5.5% | -0.5% | -4.9% | -5.8% |
| 3M | -24.6% | +22.7% | -47.4% | -10.4% |
| 6M | -42.1% | +28.8% | -70.9% | -26.2% |
| YTD | -44.3% | +26.3% | -70.6% | -28.6% |
| 1Y | -54.2% | +48.8% | -103.0% | -32.3% |
| All | -99.1% | +342.3% | -441.4% | -97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling