-99.1%
NVD vs SCCO
+180.8%
-280.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | 0.0% |
| 7D | +10.8% | -2.7% | +13.5% | +8.9% |
| 30D | +0.8% | -0.7% | +1.5% | +0.9% |
| 3M | -20.8% | +8.1% | -28.9% | -13.2% |
| 6M | -41.2% | +4.1% | -45.3% | -33.4% |
| YTD | -44.2% | +41.1% | -85.3% | -16.3% |
| 1Y | -54.2% | +95.6% | -149.7% | -5.3% |
| 3Y | -99.1% | +179.3% | -278.4% | -97.3% |
| All | -99.1% | +180.8% | -280.0% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling