+104.1%
SE vs NVD
-98.6%
+202.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.0% | -8.3% | +2.2% |
| 7D | -1.5% | +17.0% | -18.5% | +1.3% |
| 30D | -22.3% | +77.3% | -99.6% | -13.7% |
| 3M | -41.8% | +61.6% | -103.4% | -36.0% |
| 6M | -22.4% | +40.7% | -63.1% | -15.3% |
| YTD | -41.6% | -10.5% | -31.1% | -40.0% |
| 1Y | -48.0% | -6.1% | -41.9% | -45.9% |
| 3Y | +63.9% | -98.4% | +162.3% | +1.1% |
| All | +104.1% | -98.6% | +202.7% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling