+688.3%
NVDL vs SN
+368.4%
+319.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | +0.2% |
| 7D | -0.8% | -3.4% | +2.6% | +1.2% |
| 30D | +3.4% | -9.1% | +12.5% | +9.4% |
| 3M | +8.1% | +31.8% | -23.7% | -9.9% |
| 6M | +31.9% | +52.0% | -20.2% | -1.1% |
| YTD | +21.1% | +51.3% | -30.2% | -9.3% |
| 1Y | +34.0% | +46.9% | -12.8% | +0.9% |
| All | +688.3% | +368.4% | +319.8% | +339.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling