+80.6%
SPY vs NVD
-99.2%
+179.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.3% |
| 7D | -0.4% | +0.5% | -0.9% | -0.3% |
| 30D | -1.4% | -9.3% | +7.9% | -2.1% |
| 3M | +3.7% | -22.1% | +25.8% | +1.9% |
| 6M | +13.0% | -45.8% | +58.8% | +7.6% |
| YTD | +12.4% | -46.7% | +59.1% | +7.5% |
| 1Y | +18.5% | -59.5% | +78.0% | +11.1% |
| 3Y | +77.6% | -99.2% | +176.8% | +22.2% |
| All | +80.6% | -99.2% | +179.8% | +24.2% |
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