+40.6%
NVDL vs SITM
+174.8%
-134.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | -0.2% |
| 7D | +11.7% | +9.7% | +2.0% | +8.8% |
| 30D | +7.8% | +12.7% | -4.9% | +3.6% |
| 3M | +3.3% | -13.4% | +16.7% | +6.1% |
| 6M | +38.9% | +59.6% | -20.7% | +18.3% |
| YTD | +28.5% | +73.3% | -44.8% | +8.2% |
| 1Y | +40.6% | +165.5% | -124.9% | +15.9% |
| All | +40.6% | +174.8% | -134.2% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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