+63.9%
SMR vs NVD
-99.1%
+163.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.5% | -10.0% | -3.9% |
| 7D | +4.7% | +9.0% | -4.3% | +8.1% |
| 30D | +3.2% | -5.5% | +8.7% | +2.7% |
| 3M | +9.9% | -24.6% | +34.5% | +3.5% |
| 6M | -15.1% | -42.1% | +26.9% | -23.5% |
| YTD | -27.9% | -44.3% | +16.4% | -34.2% |
| 1Y | -70.2% | -54.2% | -16.1% | -73.3% |
| 3Y | +72.5% | -99.1% | +171.6% | +23.3% |
| All | +63.9% | -99.1% | +163.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling