+2,490.2%
NVDL vs SPYG
+124.0%
+2,366.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -3.1% |
| 7D | -10.3% | -0.9% | -9.4% | -7.3% |
| 30D | -7.1% | -1.5% | -5.6% | -0.8% |
| 3M | +6.6% | +3.7% | +2.8% | -4.6% |
| 6M | +21.1% | +16.4% | +4.6% | -27.4% |
| YTD | +15.2% | +13.3% | +1.9% | -21.9% |
| 1Y | +18.8% | +17.9% | +0.9% | -28.4% |
| 3Y | +649.9% | +98.3% | +551.6% | +9.1% |
| All | +2,490.2% | +124.0% | +2,366.1% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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