-20.1%
NVDL vs SITM
+47.5%
-67.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.4% | +3.3% | -3.1% |
| 7D | -14.0% | -19.5% | +5.5% | -7.9% |
| 30D | -31.2% | -43.2% | +12.0% | -18.5% |
| 3M | -15.5% | -30.8% | +15.3% | -6.3% |
| 6M | -10.3% | -28.6% | +18.3% | -1.9% |
| YTD | -5.8% | +14.2% | -20.0% | -9.1% |
| 1Y | -20.1% | +44.4% | -64.5% | -22.2% |
| All | -20.1% | +47.5% | -67.6% | -22.2% |
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