-75.5%
SMR vs NVD
-52.8%
-22.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.3% | -15.9% | -15.5% |
| 7D | -11.2% | +10.8% | -22.1% | -6.6% |
| 30D | -10.2% | +0.8% | -11.0% | -8.1% |
| 3M | -10.0% | -20.8% | +10.8% | -15.7% |
| 6M | -30.5% | -41.2% | +10.7% | -40.6% |
| YTD | -39.2% | -44.2% | +5.0% | -48.4% |
| 1Y | -75.5% | -54.2% | -21.4% | -79.0% |
| All | -75.5% | -52.8% | -22.7% | -79.0% |
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