+2,672.5%
NVDL vs SPG
+111.5%
+2,561.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.6% |
| 7D | +7.3% | 0.0% | +7.3% | +7.2% |
| 30D | -0.7% | -4.9% | +4.3% | +1.8% |
| 3M | +9.5% | +3.3% | +6.2% | +5.7% |
| 6M | +41.6% | +11.2% | +30.4% | +30.0% |
| YTD | +23.3% | +17.1% | +6.3% | +9.1% |
| 1Y | +40.3% | +21.6% | +18.7% | +20.0% |
| 3Y | +692.2% | +111.9% | +580.3% | +417.1% |
| All | +2,672.5% | +111.5% | +2,561.1% | +1,872.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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