-5.9%
SAP vs NVD
-27.4%
+21.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.2% | +4.3% |
| 7D | +1.3% | +15.0% | -13.6% | +1.6% |
| 30D | +15.5% | +39.3% | -23.7% | +16.5% |
| 3M | +22.8% | +3.1% | +19.7% | +22.7% |
| 6M | +42.5% | -19.0% | +61.4% | +41.3% |
| YTD | +0.5% | -35.5% | +36.1% | -2.0% |
| 1Y | -5.9% | -30.2% | +24.2% | -8.0% |
| All | -5.9% | -27.4% | +21.4% | -8.0% |
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