-61.4%
NVD vs SPG
+21.3%
-82.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -11.1% | -2.4% | -8.7% | -10.2% |
| 30D | -13.3% | -6.8% | -6.4% | -10.7% |
| 3M | -19.8% | +2.7% | -22.5% | -18.2% |
| 6M | -48.8% | +5.5% | -54.2% | -46.1% |
| YTD | -49.7% | +15.7% | -65.4% | -50.5% |
| 1Y | -61.4% | +20.9% | -82.2% | -63.9% |
| All | -61.4% | +21.3% | -82.7% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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