+73.5%
SMR vs NVD
-99.2%
+172.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -2.6% |
| 7D | +13.1% | +0.5% | +12.5% | +13.2% |
| 30D | +17.8% | -9.3% | +27.0% | +15.1% |
| 3M | +8.1% | -22.1% | +30.2% | +3.2% |
| 6M | -11.1% | -45.8% | +34.7% | -21.9% |
| YTD | -23.7% | -46.7% | +23.0% | -31.6% |
| 1Y | -69.4% | -59.5% | -10.0% | -73.8% |
| 3Y | +82.6% | -99.2% | +181.8% | +28.3% |
| All | +73.5% | -99.2% | +172.7% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling