+427.5%
SITM vs NVDX
+815.5%
-388.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.9% |
| 7D | +3.7% | -0.9% | +4.6% | +4.0% |
| 30D | -14.5% | +3.0% | -17.5% | -15.7% |
| 3M | -10.6% | +6.8% | -17.3% | -13.2% |
| 6M | +65.5% | +28.6% | +36.9% | +48.4% |
| YTD | +67.0% | +17.0% | +50.0% | +52.9% |
| 1Y | +138.6% | +27.0% | +111.6% | +106.9% |
| All | +427.5% | +815.5% | -388.0% | +142.1% |
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