+18.8%
NVDL vs SFM
-46.0%
+64.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.1% |
| 7D | -10.3% | -10.6% | +0.3% | -11.7% |
| 30D | -7.1% | -15.5% | +8.3% | -9.0% |
| 3M | +6.6% | -17.4% | +24.0% | +4.9% |
| 6M | +21.1% | -3.4% | +24.5% | +20.6% |
| YTD | +15.2% | -8.7% | +23.9% | +15.7% |
| 1Y | +18.8% | -47.2% | +66.0% | +46.6% |
| All | +18.8% | -46.0% | +64.8% | +46.6% |
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 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