-98.5%
NVD vs SFM
+33.6%
-132.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +4.1% |
| 7D | +28.6% | +6.0% | +22.6% | +29.8% |
| 30D | +73.6% | -19.5% | +93.1% | +68.4% |
| 3M | +70.1% | -37.0% | +107.1% | +57.4% |
| 6M | +53.6% | -41.0% | +94.6% | +39.2% |
| YTD | -7.0% | -34.6% | +27.6% | -13.7% |
| 1Y | -9.0% | -36.3% | +27.3% | -16.5% |
| 3Y | -98.3% | +24.5% | -122.9% | -98.5% |
| All | -98.5% | +33.6% | -132.1% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling