+2,490.2%
NVDL vs SITM
+464.9%
+2,025.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -3.0% |
| 7D | -10.3% | +3.9% | -14.2% | -12.2% |
| 30D | -7.1% | -6.6% | -0.5% | -4.3% |
| 3M | +6.6% | -11.9% | +18.4% | +9.2% |
| 6M | +21.1% | +81.1% | -60.1% | -21.8% |
| YTD | +15.2% | +80.0% | -64.8% | -27.8% |
| 1Y | +18.8% | +145.8% | -127.0% | -42.6% |
| 3Y | +649.9% | +475.9% | +174.0% | +104.0% |
| All | +2,490.2% | +464.9% | +2,025.3% | +566.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling