-99.1%
NVD vs SPG
+112.3%
-211.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +9.0% | -2.2% | +11.2% | +7.7% |
| 30D | -5.5% | -5.8% | +0.3% | -8.7% |
| 3M | -24.6% | -2.8% | -21.8% | -25.8% |
| 6M | -42.1% | +8.9% | -51.0% | -37.9% |
| YTD | -44.3% | +14.3% | -58.6% | -38.3% |
| 1Y | -54.2% | +19.5% | -73.7% | -47.7% |
| 3Y | -99.1% | +106.9% | -206.0% | -98.6% |
| All | -99.1% | +112.3% | -211.4% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling