+2,494.8%
NVDL vs SAN
+450.0%
+2,044.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.4% |
| 7D | -8.7% | -2.8% | -5.9% | -6.7% |
| 30D | -1.3% | -0.5% | -0.8% | -1.1% |
| 3M | +11.4% | +22.7% | -11.4% | -5.5% |
| 6M | +22.9% | +28.8% | -5.9% | +0.6% |
| YTD | +15.4% | +26.3% | -10.8% | -4.4% |
| 1Y | +18.8% | +48.8% | -30.1% | -12.9% |
| 3Y | +641.4% | +347.2% | +294.2% | +160.2% |
| All | +2,494.8% | +450.0% | +2,044.8% | +589.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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