-5.1%
SAP vs NVD
-5.2%
+0.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.4% |
| 7D | +0.6% | +28.6% | -28.0% | +0.7% |
| 30D | +6.5% | +73.6% | -67.1% | +7.1% |
| 3M | +12.2% | +70.1% | -57.8% | +12.7% |
| 6M | +46.1% | +53.6% | -7.5% | +48.0% |
| YTD | -1.6% | -7.0% | +5.4% | -4.3% |
| 1Y | -5.1% | -9.0% | +3.9% | -7.8% |
| All | -5.1% | -5.2% | +0.1% | -7.8% |
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