+2,622.7%
NVDL vs SPY
+95.3%
+2,527.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | 0.0% |
| 7D | -0.8% | -0.4% | -0.5% | +0.6% |
| 30D | +3.4% | -1.4% | +4.8% | +9.7% |
| 3M | +8.1% | +3.7% | +4.4% | -3.7% |
| 6M | +31.9% | +13.0% | +18.9% | -13.3% |
| YTD | +21.1% | +12.4% | +8.7% | -17.3% |
| 1Y | +34.0% | +18.5% | +15.5% | -23.7% |
| 3Y | +677.9% | +77.6% | +600.3% | +54.4% |
| All | +2,622.7% | +95.3% | +2,527.5% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling