+679.2%
NVDL vs SN
+490.7%
+188.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.2% |
| 7D | +11.7% | -9.3% | +21.0% | +17.1% |
| 30D | +7.8% | -4.8% | +12.6% | +10.4% |
| 3M | +3.3% | +40.4% | -37.1% | -13.6% |
| 6M | +38.9% | +50.9% | -12.1% | +11.0% |
| YTD | +28.5% | +54.9% | -26.5% | +1.0% |
| 1Y | +40.6% | +43.0% | -2.4% | +14.1% |
| 3Y | +648.7% | +391.8% | +256.9% | +406.5% |
| All | +679.2% | +490.7% | +188.5% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling