-47.4%
NVDS vs SPY
+20.8%
-68.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -2.3% |
| 7D | -8.5% | +0.1% | -8.6% | -8.1% |
| 30D | -9.5% | +0.1% | -9.5% | -8.8% |
| 3M | -13.5% | +2.0% | -15.5% | -5.8% |
| 6M | -37.2% | +13.0% | -50.2% | -7.9% |
| YTD | -37.4% | +13.5% | -51.0% | -5.4% |
| 1Y | -47.4% | +20.0% | -67.4% | +0.3% |
| All | -47.4% | +20.8% | -68.3% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling