-61.4%
NVD vs SM
+36.8%
-98.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -11.1% | -0.5% | -10.6% | -11.0% |
| 30D | -13.3% | +25.6% | -38.8% | -16.3% |
| 3M | -19.8% | +8.0% | -27.9% | -21.9% |
| 6M | -48.8% | +50.8% | -99.6% | -50.4% |
| YTD | -49.7% | +97.9% | -147.5% | -50.7% |
| 1Y | -61.4% | +33.8% | -95.2% | -63.2% |
| All | -61.4% | +36.8% | -98.1% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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