-18.7%
SAP vs NVDL
+15.4%
-34.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.1% | -10.3% | +6.3% | -3.6% |
| 30D | +1.1% | -7.1% | +8.2% | +1.2% |
| 3M | +26.1% | +6.6% | +19.5% | +25.4% |
| 6M | +9.8% | +21.1% | -11.3% | +7.9% |
| YTD | -13.6% | +15.2% | -28.8% | -15.4% |
| 1Y | -18.7% | +18.8% | -37.5% | -19.8% |
| All | -18.7% | +15.4% | -34.1% | -19.8% |
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