+25.0%
NVDL vs SNDU
+194.5%
-169.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.6% | +7.4% | +0.7% |
| 7D | -10.3% | -12.7% | +2.4% | -8.9% |
| 30D | -7.1% | +35.8% | -42.9% | -11.5% |
| 3M | +6.6% | -54.8% | +61.4% | +8.3% |
| All | +25.0% | +194.5% | -169.5% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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