-99.2%
NVD vs SAN
+317.4%
-416.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +0.9% |
| 7D | +0.5% | -0.5% | +1.0% | +0.2% |
| 30D | -9.3% | -0.1% | -9.2% | -9.3% |
| 3M | -22.1% | +19.6% | -41.7% | -9.1% |
| 6M | -45.8% | +32.7% | -78.5% | -29.3% |
| YTD | -46.7% | +26.7% | -73.4% | -31.5% |
| 1Y | -59.5% | +51.6% | -111.1% | -39.1% |
| 3Y | -99.2% | +348.7% | -447.9% | -97.4% |
| All | -99.2% | +317.4% | -416.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling