+22.9%
NVDL vs SRE
-8.5%
+31.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -5.3% |
| 7D | -8.7% | -0.7% | -8.0% | -8.9% |
| 30D | -1.3% | -1.7% | +0.4% | -1.2% |
| 3M | +11.4% | -7.1% | +18.4% | +9.5% |
| 6M | +22.9% | -8.4% | +31.3% | +16.1% |
| All | +22.9% | -8.5% | +31.4% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling