-98.5%
NVD vs SPG
+141.7%
-240.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.8% |
| 7D | +28.6% | +2.0% | +26.6% | +29.8% |
| 30D | +73.6% | +17.2% | +56.4% | +87.6% |
| 3M | +70.1% | +6.3% | +63.8% | +73.8% |
| 6M | +53.6% | +18.7% | +34.9% | +68.4% |
| YTD | -7.0% | +30.1% | -37.1% | +9.6% |
| 1Y | -9.0% | +32.8% | -41.8% | +8.6% |
| 3Y | -98.3% | +133.6% | -231.9% | -97.1% |
| All | -98.5% | +141.7% | -240.2% | -97.4% |
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