+175.5%
NVS vs SFM
+268.6%
-93.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -15.7% | -8.8% | -6.9% | -14.9% |
| 30D | -11.1% | -14.5% | +3.4% | -9.8% |
| 3M | -7.2% | -16.8% | +9.7% | -5.8% |
| 6M | -12.3% | -5.3% | -7.0% | -12.2% |
| YTD | +2.8% | -9.4% | +12.1% | +3.2% |
| 1Y | +11.9% | -46.2% | +58.1% | +17.3% |
| 3Y | +55.1% | +81.3% | -26.2% | +40.7% |
| 5Y | +94.1% | +211.9% | -117.8% | +63.0% |
| All | +175.5% | +268.6% | -93.0% | +121.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling