-99.1%
NVD vs SIRI
-26.6%
-72.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.5% |
| 7D | +10.8% | +0.6% | +10.3% | +11.0% |
| 30D | +0.8% | +2.5% | -1.7% | +1.7% |
| 3M | -20.8% | +6.6% | -27.4% | -19.2% |
| 6M | -41.2% | +32.9% | -74.0% | -35.3% |
| YTD | -44.2% | +50.5% | -94.7% | -36.3% |
| 1Y | -54.2% | +28.0% | -82.1% | -50.5% |
| 3Y | -99.1% | -22.4% | -76.7% | -99.0% |
| All | -99.1% | -26.6% | -72.6% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling