+2,490.2%
NVDL vs SIRI
-46.6%
+2,536.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -10.3% | +0.6% | -10.9% | -10.4% |
| 30D | -7.1% | +2.5% | -9.6% | -7.5% |
| 3M | +6.6% | +6.6% | 0.0% | +4.8% |
| 6M | +21.1% | +32.9% | -11.8% | +14.0% |
| YTD | +15.2% | +50.5% | -35.2% | +5.3% |
| 1Y | +18.8% | +28.0% | -9.2% | +11.9% |
| 3Y | +649.9% | -22.4% | +672.3% | +618.8% |
| All | +2,490.2% | -46.6% | +2,536.8% | +3,132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling