-98.3%
NVD vs SM
-3.9%
-94.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +28.6% | +9.4% | +19.2% | +32.6% |
| 30D | +73.6% | -14.4% | +88.0% | +67.0% |
| 3M | +70.1% | +1.6% | +68.5% | +74.1% |
| 6M | +53.6% | +6.3% | +47.2% | +60.0% |
| YTD | -7.0% | +78.8% | -85.8% | +28.4% |
| 1Y | -9.0% | +83.1% | -92.1% | +27.4% |
| 3Y | -98.3% | -5.9% | -92.4% | -98.0% |
| All | -98.3% | -3.9% | -94.4% | -98.0% |
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