+158.9%
SN vs NVD
-27.4%
+186.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +4.8% |
| 7D | +10.6% | +15.0% | -4.3% | +12.5% |
| 30D | +20.0% | +39.3% | -19.3% | +25.1% |
| 3M | +30.4% | +3.1% | +27.2% | +31.7% |
| 6M | +91.0% | -19.0% | +110.0% | +88.3% |
| YTD | +95.9% | -35.5% | +131.5% | +85.1% |
| 1Y | +158.9% | -30.2% | +189.1% | +148.2% |
| All | +158.9% | -27.4% | +186.2% | +148.2% |
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 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