+751.2%
NVT vs SFM
+214.9%
+536.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.7% | +5.1% |
| 7D | +10.4% | -5.8% | +16.2% | +11.2% |
| 30D | -1.3% | -11.4% | +10.1% | +0.3% |
| 3M | -0.6% | -12.2% | +11.6% | +0.7% |
| 6M | +53.8% | -5.2% | +58.9% | +53.0% |
| YTD | +60.2% | -4.5% | +64.6% | +58.6% |
| 1Y | +76.8% | -45.4% | +122.2% | +91.8% |
| 3Y | +191.2% | +91.1% | +100.2% | +156.8% |
| 5Y | +430.9% | +226.8% | +204.1% | +319.9% |
| All | +751.2% | +214.9% | +536.4% | +527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling