-30.2%
NVD vs SCCO
+43.0%
-73.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.5% | +7.6% |
| 7D | +15.0% | -7.9% | +22.9% | +10.0% |
| 30D | +39.3% | -13.0% | +52.3% | +29.8% |
| 3M | +3.1% | -6.9% | +10.0% | +0.9% |
| 6M | -19.0% | +11.0% | -29.9% | -9.9% |
| YTD | -35.5% | +30.3% | -65.8% | -16.0% |
| 1Y | -30.2% | +45.0% | -75.2% | +0.5% |
| All | -30.2% | +43.0% | -73.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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