+43.8%
SO vs NVD
-99.1%
+142.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -2.5% | -9.3% | +6.8% | -2.2% |
| 3M | -4.2% | -22.1% | +17.9% | -3.4% |
| 6M | -7.7% | -45.8% | +38.2% | -5.6% |
| YTD | +3.8% | -46.7% | +50.5% | +5.9% |
| 1Y | +0.1% | -59.5% | +59.5% | +3.0% |
| All | +43.8% | -99.1% | +142.9% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling