+40.6%
NVDL vs SRE
+4.7%
+35.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.4% |
| 7D | +11.7% | -0.3% | +12.0% | +11.7% |
| 30D | +7.8% | -0.7% | +8.6% | +8.1% |
| 3M | +3.3% | -6.3% | +9.6% | +2.4% |
| 6M | +38.9% | -10.7% | +49.5% | +37.2% |
| YTD | +28.5% | -3.5% | +31.9% | +28.8% |
| 1Y | +40.6% | +5.3% | +35.3% | +44.0% |
| All | +40.6% | +4.7% | +35.9% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling