-30.2%
NVD vs SIRI
+59.9%
-90.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.4% | -2.0% | +4.4% |
| 7D | +15.0% | +22.3% | -7.3% | +9.7% |
| 30D | +39.3% | +26.9% | +12.3% | +32.0% |
| 3M | +3.1% | +9.6% | -6.5% | +1.0% |
| 6M | -19.0% | +27.2% | -46.2% | -22.0% |
| YTD | -35.5% | +72.4% | -107.9% | -41.9% |
| 1Y | -30.2% | +59.9% | -90.1% | -36.5% |
| All | -30.2% | +59.9% | -90.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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