-54.2%
NVD vs SFM
-46.0%
-8.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +10.8% | -10.6% | +21.4% | +12.4% |
| 30D | +0.8% | -15.5% | +16.2% | +3.1% |
| 3M | -20.8% | -17.4% | -3.4% | -19.2% |
| 6M | -41.2% | -3.4% | -37.7% | -40.6% |
| YTD | -44.2% | -8.7% | -35.5% | -44.2% |
| 1Y | -54.2% | -47.2% | -7.0% | -62.7% |
| All | -54.2% | -46.0% | -8.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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