+53.6%
SO vs NVD
-98.7%
+152.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.5% |
| 7D | +0.8% | +27.3% | -26.6% | -0.5% |
| 30D | +7.8% | +59.9% | -52.1% | +5.2% |
| 3M | +2.9% | +39.4% | -36.5% | +0.9% |
| 6M | +2.5% | +27.6% | -25.1% | +0.5% |
| YTD | +10.3% | -17.9% | +28.2% | +10.0% |
| 1Y | +6.4% | -14.5% | +20.8% | +5.8% |
| 3Y | +52.8% | -98.6% | +151.4% | +67.3% |
| All | +53.6% | -98.7% | +152.4% | +67.7% |
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