+402.8%
NVT vs SFM
+212.1%
+190.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | +2.0% | -8.8% | +10.8% | +3.2% |
| 30D | -7.2% | -14.5% | +7.3% | -5.4% |
| 3M | -0.9% | -16.8% | +15.9% | +1.1% |
| 6M | +42.6% | -5.3% | +47.9% | +41.6% |
| YTD | +52.9% | -9.4% | +62.3% | +52.4% |
| 1Y | +64.5% | -46.2% | +110.6% | +79.8% |
| 3Y | +178.0% | +81.3% | +96.7% | +151.1% |
| 5Y | +402.8% | +211.9% | +190.9% | +301.4% |
| All | +402.8% | +212.1% | +190.6% | +301.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling