-19.5%
SAP vs NVDL
+42.2%
-61.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -2.9% | +11.7% | -14.6% | -3.3% |
| 30D | +9.0% | +7.8% | +1.2% | +8.5% |
| 3M | +14.9% | +3.3% | +11.6% | +15.2% |
| 6M | +11.9% | +38.9% | -27.0% | +9.7% |
| YTD | -9.9% | +28.5% | -38.4% | -12.0% |
| 1Y | -19.5% | +40.6% | -60.1% | -20.1% |
| All | -19.5% | +42.2% | -61.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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