-99.2%
NVD vs SM
-4.3%
-94.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -2.2% |
| 7D | -11.1% | +0.1% | -11.2% | -11.1% |
| 30D | -13.3% | +26.3% | -39.6% | -6.0% |
| 3M | -19.8% | +8.7% | -28.5% | -18.0% |
| 6M | -48.8% | +51.7% | -100.5% | -39.1% |
| YTD | -49.7% | +99.0% | -148.7% | -30.3% |
| 1Y | -61.4% | +34.6% | -96.0% | -57.3% |
| 3Y | -99.1% | -7.8% | -91.4% | -99.0% |
| All | -99.2% | -4.3% | -94.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling