-20.1%
NVDL vs SIRI
+59.9%
-79.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.4% | -14.5% | -4.0% |
| 7D | -14.0% | +22.3% | -36.3% | -9.7% |
| 30D | -31.2% | +26.9% | -58.1% | -27.1% |
| 3M | -15.5% | +9.6% | -25.1% | -13.6% |
| 6M | -10.3% | +27.2% | -37.4% | -6.2% |
| YTD | -5.8% | +72.4% | -78.2% | +5.7% |
| 1Y | -20.1% | +59.9% | -80.0% | -11.1% |
| All | -20.1% | +59.9% | -79.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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