+18.5%
SGOV vs NVDL
+2,476.2%
-2,457.6%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | 0.0% | -10.3% | +10.4% | 0.0% |
| 30D | +0.3% | -7.1% | +7.4% | +0.3% |
| 3M | +0.9% | +6.6% | -5.6% | +0.9% |
| 6M | +1.8% | +21.1% | -19.2% | +1.8% |
| YTD | +2.5% | +15.2% | -12.7% | +2.5% |
| 1Y | +3.8% | +18.8% | -15.0% | +3.8% |
| 3Y | +14.4% | +649.9% | -635.5% | +14.3% |
| All | +18.5% | +2,476.2% | -2,457.6% | +18.5% |
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