+40.6%
NVDL vs SN
+46.4%
-5.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.0% |
| 7D | +11.7% | -9.3% | +21.0% | +15.7% |
| 30D | +7.8% | -4.8% | +12.6% | +9.9% |
| 3M | +3.3% | +40.4% | -37.1% | -8.6% |
| 6M | +38.9% | +50.9% | -12.1% | +17.3% |
| YTD | +28.5% | +54.9% | -26.5% | +8.7% |
| 1Y | +40.6% | +43.0% | -2.4% | +26.3% |
| All | +40.6% | +46.4% | -5.8% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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