+100.3%
SPYM vs NVDL
+2,476.2%
-2,375.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -10.3% | +9.5% | +0.4% |
| 30D | -1.1% | -7.1% | +6.0% | -0.6% |
| 3M | +3.9% | +6.6% | -2.7% | +2.4% |
| 6M | +13.6% | +21.1% | -7.4% | +9.7% |
| YTD | +12.7% | +15.2% | -2.5% | +8.9% |
| 1Y | +17.6% | +18.8% | -1.2% | +12.4% |
| 3Y | +77.2% | +649.9% | -572.7% | +29.0% |
| All | +100.3% | +2,476.2% | -2,375.9% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling