+18.8%
NVDL vs SMR
-75.4%
+94.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.7% | +15.5% | +4.1% |
| 7D | -10.3% | -11.2% | +0.9% | -8.3% |
| 30D | -7.1% | -10.2% | +3.1% | -5.3% |
| 3M | +6.6% | -10.0% | +16.6% | +7.7% |
| 6M | +21.1% | -30.5% | +51.5% | +28.3% |
| YTD | +15.2% | -39.2% | +54.5% | +24.2% |
| 1Y | +18.8% | -75.5% | +94.3% | +48.0% |
| All | +18.8% | -75.4% | +94.2% | +48.0% |
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