+44.3%
SO vs NVD
-99.2%
+143.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -0.2% | -11.1% | +11.0% | +0.4% |
| 30D | -4.6% | -13.3% | +8.7% | -4.1% |
| 3M | -3.0% | -19.8% | +16.8% | -2.4% |
| 6M | -8.3% | -48.8% | +40.5% | -6.0% |
| YTD | +3.5% | -49.7% | +53.2% | +5.9% |
| 1Y | -0.9% | -61.4% | +60.4% | +2.2% |
| 3Y | +45.4% | -99.1% | +144.5% | +62.5% |
| All | +44.3% | -99.2% | +143.5% | +61.6% |
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