+2,622.7%
NVDL vs SMR
-2.2%
+2,624.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.1% |
| 7D | -0.8% | +13.1% | -13.9% | -4.0% |
| 30D | +3.4% | +17.8% | -14.4% | -0.8% |
| 3M | +8.1% | +8.1% | 0.0% | +5.2% |
| 6M | +31.9% | -11.1% | +43.0% | +31.8% |
| YTD | +21.1% | -23.7% | +44.8% | +23.4% |
| 1Y | +34.0% | -69.4% | +103.5% | +59.4% |
| 3Y | +677.9% | +82.6% | +595.3% | +677.8% |
| All | +2,622.7% | -2.2% | +2,624.9% | +2,768.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling