+14.8%
SPYM vs NVDL
-23.5%
+38.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.1% | +7.7% | +2.3% |
| 7D | -0.7% | -14.0% | +13.3% | +0.9% |
| 30D | -1.1% | -31.2% | +30.1% | +2.9% |
| 3M | -0.3% | -15.5% | +15.2% | +0.9% |
| 6M | +7.3% | -10.3% | +17.6% | +6.9% |
| YTD | +13.4% | -5.8% | +19.2% | +10.3% |
| 1Y | +14.8% | -20.1% | +34.9% | +13.4% |
| All | +14.8% | -23.5% | +38.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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