-99.1%
NVD vs SM
+0.3%
-99.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +3.9% | +4.6% |
| 7D | +9.0% | +2.1% | +6.9% | +9.8% |
| 30D | -5.5% | +18.1% | -23.6% | +0.2% |
| 3M | -24.6% | +17.0% | -41.6% | -21.0% |
| 6M | -42.1% | +55.4% | -97.5% | -30.9% |
| YTD | -44.3% | +108.6% | -152.9% | -21.7% |
| 1Y | -54.2% | +45.7% | -99.8% | -47.7% |
| 3Y | -99.1% | -0.3% | -98.8% | -98.9% |
| All | -99.1% | +0.3% | -99.4% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling