+13.5%
SPY vs NVD
-5.2%
+18.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | +0.1% |
| 7D | +2.6% | +28.6% | -26.0% | +5.6% |
| 30D | -2.0% | +73.6% | -75.6% | +4.9% |
| 3M | -2.8% | +70.1% | -72.9% | +4.4% |
| 6M | +2.1% | +53.6% | -51.4% | +9.6% |
| YTD | +11.5% | -7.0% | +18.5% | +13.0% |
| 1Y | +13.5% | -9.0% | +22.5% | +14.9% |
| All | +13.5% | -5.2% | +18.6% | +14.9% |
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