+54.9%
SAP vs NVD
-99.1%
+154.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.1% | +10.8% | -14.9% | -3.1% |
| 30D | +1.1% | +0.8% | +0.3% | +1.5% |
| 3M | +26.1% | -20.8% | +46.9% | +24.1% |
| 6M | +9.8% | -41.2% | +50.9% | +5.9% |
| YTD | -13.6% | -44.2% | +30.6% | -16.8% |
| 1Y | -18.7% | -54.2% | +35.5% | -22.7% |
| 3Y | +54.1% | -99.1% | +153.3% | -4.1% |
| All | +54.9% | -99.1% | +154.0% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling