+107.0%
SAP vs NVDL
+2,772.7%
-2,665.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -2.9% | +11.7% | -14.6% | -3.9% |
| 30D | +9.0% | +7.8% | +1.2% | +8.0% |
| 3M | +14.9% | +3.3% | +11.6% | +13.6% |
| 6M | +11.9% | +38.9% | -27.0% | +6.7% |
| YTD | -9.9% | +28.5% | -38.4% | -13.8% |
| 1Y | -19.5% | +40.6% | -60.1% | -24.5% |
| 3Y | +61.8% | +648.7% | -586.9% | +13.9% |
| All | +107.0% | +2,772.7% | -2,665.7% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling