-45.8%
NVD vs SEI
+42.0%
-87.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +3.9% |
| 7D | +0.5% | +28.2% | -27.7% | +10.4% |
| 30D | -9.3% | +15.5% | -24.8% | -3.1% |
| 3M | -22.1% | -1.4% | -20.7% | -19.3% |
| 6M | -45.8% | +37.4% | -83.2% | -34.3% |
| All | -45.8% | +42.0% | -87.8% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling