+2,490.2%
NVDL vs SRE
+11.6%
+2,478.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -10.3% | -0.8% | -9.5% | -10.2% |
| 30D | -7.1% | -3.0% | -4.1% | -6.8% |
| 3M | +6.6% | -8.3% | +14.9% | +7.7% |
| 6M | +21.1% | -8.9% | +30.0% | +22.3% |
| YTD | +15.2% | -4.3% | +19.5% | +15.2% |
| 1Y | +18.8% | +2.7% | +16.1% | +16.7% |
| 3Y | +649.9% | +28.7% | +621.2% | +666.5% |
| All | +2,490.2% | +11.6% | +2,478.5% | +2,911.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling