-99.1%
NVD vs SPYG
+98.4%
-197.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +3.2% |
| 7D | +10.8% | -0.9% | +11.7% | +7.4% |
| 30D | +0.8% | -1.5% | +2.3% | -2.9% |
| 3M | -20.8% | +3.7% | -24.6% | -4.3% |
| 6M | -41.2% | +16.4% | -57.6% | +16.5% |
| YTD | -44.2% | +13.3% | -57.5% | +3.7% |
| 1Y | -54.2% | +17.9% | -72.0% | +5.2% |
| 3Y | -99.1% | +98.3% | -197.5% | -69.3% |
| All | -99.1% | +98.4% | -197.5% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling