-73.1%
SMR vs NVD
-61.9%
-11.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -1.2% |
| 7D | +4.4% | -11.1% | +15.5% | -1.4% |
| 30D | +3.4% | -13.3% | +16.7% | -1.5% |
| 3M | -19.2% | -19.8% | +0.7% | -22.3% |
| 6M | -22.6% | -48.8% | +26.1% | -37.9% |
| YTD | -31.5% | -49.7% | +18.1% | -44.6% |
| 1Y | -73.1% | -61.4% | -11.7% | -78.3% |
| All | -73.1% | -61.9% | -11.2% | -78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling