+598.8%
NVDL vs SN
+447.8%
+151.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | -10.3% | -7.3% | -3.1% | -6.9% |
| 30D | -7.1% | -13.6% | +6.5% | -0.1% |
| 3M | +6.6% | +18.6% | -12.0% | -2.8% |
| 6M | +21.1% | +46.0% | -24.9% | -1.7% |
| YTD | +15.2% | +43.7% | -28.5% | -5.9% |
| 1Y | +18.8% | +39.2% | -20.4% | -2.5% |
| 3Y | +649.9% | +306.5% | +343.4% | +423.9% |
| All | +598.8% | +447.8% | +151.0% | +389.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling