+12.6%
SPYM vs NVDL
+26.0%
-13.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.1% |
| 7D | -2.0% | -8.7% | +6.7% | -1.0% |
| 30D | -1.6% | -1.3% | -0.3% | -1.8% |
| 3M | +4.7% | +11.4% | -6.6% | +2.4% |
| 6M | +12.6% | +22.9% | -10.3% | +4.9% |
| All | +12.6% | +26.0% | -13.4% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling