+3.6%
NVT vs SFM
-35.8%
+39.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +3.6% | -16.4% | -12.1% |
| 7D | -19.5% | -12.3% | -7.2% | -20.2% |
| 30D | -32.4% | -16.2% | -16.2% | -33.5% |
| 3M | -30.3% | -36.8% | +6.4% | -34.0% |
| 6M | -30.4% | -32.6% | +2.1% | -33.1% |
| YTD | +11.3% | -31.7% | +43.1% | +8.0% |
| 1Y | +3.6% | -35.0% | +38.6% | +0.7% |
| All | +3.6% | -35.8% | +39.4% | +0.7% |
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