+250.5%
NVO vs SFM
+117.5%
+133.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.5% |
| 7D | +0.1% | -5.8% | +5.9% | +0.6% |
| 30D | -3.2% | -11.4% | +8.1% | -2.3% |
| 3M | +11.5% | -12.2% | +23.7% | +12.6% |
| 6M | +22.9% | -5.2% | +28.1% | +23.0% |
| YTD | -6.8% | -4.5% | -2.3% | -7.0% |
| 1Y | -12.6% | -45.4% | +32.7% | -8.7% |
| 3Y | -49.6% | +91.1% | -140.7% | -53.6% |
| 5Y | +0.6% | +226.8% | -226.2% | -13.7% |
| 10Y | +148.3% | +291.9% | -143.6% | +101.8% |
| All | +250.5% | +117.5% | +133.0% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling