+36.0%
NVS vs SFM
-35.8%
+71.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +3.4% |
| 7D | +5.7% | -12.3% | +18.0% | +6.2% |
| 30D | +17.1% | -16.2% | +33.3% | +18.2% |
| 3M | +7.6% | -36.8% | +44.4% | +11.8% |
| 6M | +14.1% | -32.6% | +46.7% | +18.1% |
| YTD | +23.3% | -31.7% | +55.0% | +26.6% |
| 1Y | +36.0% | -35.0% | +71.0% | +40.7% |
| All | +36.0% | -35.8% | +71.8% | +40.7% |
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