+27.1%
SW vs NVD
-17.3%
+44.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +18.7% | -20.2% | -0.2% |
| 7D | +4.7% | +33.7% | -29.1% | +7.1% |
| 30D | +5.0% | +65.8% | -60.8% | +9.5% |
| 3M | -7.3% | +31.8% | -39.1% | -4.8% |
| 6M | +15.0% | -5.9% | +20.8% | +16.2% |
| YTD | +18.5% | -23.5% | +42.0% | +17.0% |
| 1Y | +27.1% | -20.0% | +47.1% | +25.0% |
| All | +27.1% | -17.3% | +44.4% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling