+2,494.8%
NVDL vs SM
+13.9%
+2,480.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.9% |
| 7D | -8.7% | +2.1% | -10.8% | -9.3% |
| 30D | -1.3% | +18.1% | -19.4% | -6.2% |
| 3M | +11.4% | +17.0% | -5.6% | +4.8% |
| 6M | +22.9% | +55.4% | -32.5% | +0.4% |
| YTD | +15.4% | +108.6% | -93.1% | -17.7% |
| 1Y | +18.8% | +45.7% | -26.9% | -2.1% |
| 3Y | +641.4% | -0.3% | +641.7% | +568.9% |
| All | +2,494.8% | +13.9% | +2,480.8% | +2,374.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling