+2,490.2%
NVDL vs SFM
+113.1%
+2,377.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -10.3% | -10.6% | +0.3% | -8.5% |
| 30D | -7.1% | -15.5% | +8.3% | -4.6% |
| 3M | +6.6% | -17.4% | +24.0% | +9.6% |
| 6M | +21.1% | -3.4% | +24.5% | +17.7% |
| YTD | +15.2% | -8.7% | +23.9% | +13.5% |
| 1Y | +18.8% | -47.2% | +66.0% | +41.9% |
| 3Y | +649.9% | +82.7% | +567.2% | +642.4% |
| All | +2,490.2% | +113.1% | +2,377.0% | +2,410.4% |
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