+421.0%
SN vs NVD
-99.2%
+520.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.3% |
| 30D | -9.1% | -9.3% | +0.2% | -9.9% |
| 3M | +31.8% | -22.1% | +53.9% | +28.8% |
| 6M | +52.0% | -45.8% | +97.8% | +42.7% |
| YTD | +51.3% | -46.7% | +98.0% | +42.7% |
| 1Y | +46.9% | -59.5% | +106.3% | +34.5% |
| 3Y | +394.9% | -99.2% | +494.1% | +289.7% |
| All | +421.0% | -99.2% | +520.1% | +310.3% |
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