-19.5%
SAP vs NVD
-61.9%
+42.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -2.9% | -11.1% | +8.2% | -3.3% |
| 30D | +9.0% | -13.3% | +22.3% | +8.5% |
| 3M | +14.9% | -19.8% | +34.8% | +15.2% |
| 6M | +11.9% | -48.8% | +60.7% | +9.7% |
| YTD | -9.9% | -49.7% | +39.7% | -12.1% |
| 1Y | -19.5% | -61.4% | +41.8% | -20.2% |
| All | -19.5% | -61.9% | +42.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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