+187.5%
NVT vs SFM
+82.1%
+105.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.9% | +4.6% |
| 7D | +4.1% | -10.6% | +14.7% | +5.4% |
| 30D | -5.1% | -15.5% | +10.3% | -3.3% |
| 3M | -1.2% | -17.4% | +16.3% | +0.8% |
| 6M | +46.6% | -3.4% | +50.0% | +44.7% |
| YTD | +60.0% | -8.7% | +68.7% | +59.2% |
| 1Y | +70.8% | -47.2% | +118.0% | +93.8% |
| 3Y | +187.5% | +82.7% | +104.8% | +141.4% |
| All | +187.5% | +82.1% | +105.5% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling