-99.2%
NVD vs SFM
+87.6%
-186.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +1.1% |
| 7D | +0.5% | -7.2% | +7.7% | -0.8% |
| 30D | -9.3% | -14.3% | +5.0% | -12.0% |
| 3M | -22.1% | -13.7% | -8.4% | -24.5% |
| 6M | -45.8% | -6.0% | -39.8% | -46.5% |
| YTD | -46.7% | -8.2% | -38.5% | -47.9% |
| 1Y | -59.5% | -46.2% | -13.2% | -68.4% |
| 3Y | -99.2% | +83.6% | -182.7% | -99.1% |
| All | -99.2% | +87.6% | -186.7% | -99.1% |
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