+148.0%
SN vs NVD
-5.2%
+153.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +3.3% |
| 7D | +1.5% | +28.6% | -27.1% | +4.5% |
| 30D | +21.5% | +73.6% | -52.1% | +29.9% |
| 3M | +20.0% | +70.1% | -50.0% | +28.9% |
| 6M | +119.9% | +53.6% | +66.3% | +136.9% |
| YTD | +102.3% | -7.0% | +109.3% | +97.9% |
| 1Y | +148.0% | -9.0% | +157.0% | +143.2% |
| All | +148.0% | -5.2% | +153.2% | +143.2% |
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