+13.7%
SGOV vs NVDX
+772.1%
-758.4%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | 0.0% | -10.2% | +10.3% | 0.0% |
| 30D | +0.3% | -7.3% | +7.6% | +0.3% |
| 3M | +0.9% | +5.5% | -4.6% | +0.9% |
| 6M | +1.8% | +18.3% | -16.4% | +1.8% |
| YTD | +2.5% | +11.4% | -8.9% | +2.5% |
| 1Y | +3.8% | +12.7% | -8.9% | +3.8% |
| All | +13.7% | +772.1% | -758.4% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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