-30.2%
NVD vs SEI
+18.6%
-48.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -16.9% | +23.4% | -0.3% |
| 7D | +15.0% | -16.4% | +31.4% | +8.2% |
| 30D | +39.3% | -22.9% | +62.2% | +29.9% |
| 3M | +3.1% | -0.3% | +3.4% | +9.0% |
| 6M | -19.0% | -22.3% | +3.3% | -19.2% |
| YTD | -35.5% | +26.2% | -61.7% | -14.1% |
| 1Y | -30.2% | +8.2% | -38.4% | -9.7% |
| All | -30.2% | +18.6% | -48.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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