+2,490.2%
NVDL vs SPY
+95.7%
+2,394.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -3.5% |
| 7D | -10.3% | -0.8% | -9.6% | -7.6% |
| 30D | -7.1% | -1.1% | -6.1% | -2.7% |
| 3M | +6.6% | +3.9% | +2.7% | -5.8% |
| 6M | +21.1% | +13.6% | +7.5% | -22.0% |
| YTD | +15.2% | +12.7% | +2.5% | -22.1% |
| 1Y | +18.8% | +17.5% | +1.3% | -30.1% |
| 3Y | +649.9% | +76.9% | +573.0% | +50.6% |
| All | +2,490.2% | +95.7% | +2,394.4% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling