-22.4%
SE vs NVD
+37.9%
-60.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.0% | -8.3% | +1.4% |
| 7D | -1.5% | +17.0% | -18.5% | -0.2% |
| 30D | -22.3% | +77.3% | -99.6% | -18.3% |
| 3M | -41.8% | +61.6% | -103.4% | -38.9% |
| 6M | -22.4% | +40.7% | -63.1% | -18.3% |
| All | -22.4% | +37.9% | -60.3% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling