+44.4%
SITM vs NVDX
-27.2%
+71.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.2% | -3.2% | -6.6% |
| 7D | -19.5% | -14.1% | -5.5% | -13.7% |
| 30D | -43.2% | -31.3% | -11.9% | -33.0% |
| 3M | -30.8% | -16.2% | -14.7% | -24.6% |
| 6M | -28.6% | -11.9% | -16.7% | -24.0% |
| YTD | +14.2% | -9.4% | +23.6% | +15.7% |
| 1Y | +44.4% | -23.9% | +68.2% | +45.0% |
| All | +44.4% | -27.2% | +71.6% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling