+21.1%
NVDL vs SIRI
+36.4%
-15.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -10.3% | +0.6% | -10.9% | -10.3% |
| 30D | -7.1% | +2.5% | -9.6% | -7.4% |
| 3M | +6.6% | +6.6% | 0.0% | +2.3% |
| 6M | +21.1% | +32.9% | -11.8% | -11.9% |
| All | +21.1% | +36.4% | -15.3% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling