-10.8%
NVTS vs SFM
-35.8%
+25.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +9.8% |
| 7D | -0.3% | -12.3% | +11.9% | -1.8% |
| 30D | -24.4% | -16.2% | -8.2% | -26.2% |
| 3M | -26.5% | -36.8% | +10.3% | -33.0% |
| 6M | -41.4% | -32.6% | -8.8% | -44.9% |
| YTD | +30.7% | -31.7% | +62.4% | +22.7% |
| 1Y | -10.8% | -35.0% | +24.2% | -16.4% |
| All | -10.8% | -35.8% | +25.0% | -16.4% |
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 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