-42.1%
NVD vs SIRI
+35.9%
-77.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.5% |
| 7D | +9.0% | -3.0% | +12.0% | +8.9% |
| 30D | -5.5% | +1.3% | -6.7% | -5.2% |
| 3M | -24.6% | +5.6% | -30.2% | -21.4% |
| 6M | -42.1% | +35.1% | -77.2% | -17.1% |
| All | -42.1% | +35.9% | -77.9% | -17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling