-61.4%
NVD vs SIRI
+28.3%
-89.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -1.0% |
| 7D | -11.1% | +1.6% | -12.7% | -11.3% |
| 30D | -13.3% | -4.7% | -8.5% | -12.3% |
| 3M | -19.8% | +5.3% | -25.1% | -19.7% |
| 6M | -48.8% | +30.5% | -79.3% | -50.7% |
| YTD | -49.7% | +49.6% | -99.3% | -52.6% |
| 1Y | -61.4% | +28.5% | -89.9% | -63.5% |
| All | -61.4% | +28.3% | -89.7% | -63.5% |
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