+5.2%
SSPC vs NVDL
-16.1%
+21.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -6.1% | +13.9% | +4.9% |
| 7D | +11.8% | -14.0% | +25.9% | +5.2% |
| 30D | +44.8% | -31.2% | +76.0% | +28.3% |
| 3M | -40.7% | -15.5% | -25.2% | -43.7% |
| All | +5.2% | -16.1% | +21.4% | +3.2% |
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 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 · Available span rolling