-20.1%
NVDL vs SMR
-87.0%
+66.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -4.7% |
| 7D | -14.0% | -9.5% | -4.5% | -11.3% |
| 30D | -31.2% | -33.2% | +2.0% | -22.4% |
| 3M | -15.5% | -45.9% | +30.4% | -0.1% |
| 6M | -10.3% | -57.9% | +47.6% | +12.6% |
| YTD | -5.8% | -63.8% | +58.0% | +18.6% |
| 1Y | -20.1% | -85.6% | +65.5% | +19.6% |
| All | -20.1% | -87.0% | +66.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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