-99.2%
NVD vs SM
-1.2%
-98.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +2.1% |
| 7D | +0.5% | -0.2% | +0.8% | +0.4% |
| 30D | -9.3% | +20.3% | -29.6% | -3.2% |
| 3M | -22.1% | +22.9% | -45.0% | -16.8% |
| 6M | -45.8% | +47.8% | -93.6% | -36.9% |
| YTD | -46.7% | +107.5% | -154.2% | -25.1% |
| 1Y | -59.5% | +51.7% | -111.2% | -52.3% |
| All | -99.2% | -1.2% | -98.0% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling