+2,494.8%
NVDL vs SITM
+435.2%
+2,059.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.8% |
| 7D | -8.7% | +4.8% | -13.5% | -11.0% |
| 30D | -1.3% | -9.7% | +8.4% | +3.6% |
| 3M | +11.4% | -9.3% | +20.7% | +12.3% |
| 6M | +22.9% | +69.5% | -46.6% | -17.7% |
| YTD | +15.4% | +70.5% | -55.1% | -25.6% |
| 1Y | +18.8% | +145.3% | -126.5% | -42.9% |
| 3Y | +641.4% | +432.8% | +208.6% | +110.7% |
| All | +2,494.8% | +435.2% | +2,059.6% | +587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling