+206.9%
SE vs NVD
-99.2%
+306.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.1% |
| 7D | -6.1% | -11.1% | +5.0% | -7.9% |
| 30D | -2.5% | -13.3% | +10.8% | -4.3% |
| 3M | +21.7% | -19.8% | +41.5% | +19.1% |
| 6M | +27.0% | -48.8% | +75.8% | +16.5% |
| YTD | -12.1% | -49.7% | +37.5% | -19.0% |
| 1Y | -40.9% | -61.4% | +20.5% | -47.1% |
| 3Y | +191.0% | -99.1% | +290.1% | +52.0% |
| All | +206.9% | -99.2% | +306.1% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling