+19.0%
NVDL vs SN
+39.6%
-20.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -3.2% |
| 7D | -8.7% | -7.2% | -1.5% | -6.1% |
| 30D | -1.3% | -13.4% | +12.1% | +4.0% |
| 3M | +11.4% | +26.8% | -15.4% | +2.6% |
| 6M | +22.9% | +44.6% | -21.7% | +6.1% |
| YTD | +15.4% | +45.3% | -29.9% | +0.5% |
| All | +19.0% | +39.6% | -20.6% | +3.9% |
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