+45.3%
NVTS vs SFM
+96.9%
-51.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +1.6% |
| 7D | +9.7% | -5.8% | +15.5% | +9.6% |
| 30D | -13.6% | -11.4% | -2.3% | -13.7% |
| 3M | -51.0% | -12.2% | -38.8% | -51.1% |
| 6M | +46.3% | -5.2% | +51.5% | +45.7% |
| YTD | +68.1% | -4.5% | +72.5% | +67.2% |
| 1Y | +113.9% | -45.4% | +159.3% | +119.1% |
| 3Y | +45.3% | +91.1% | -45.8% | +15.0% |
| All | +45.3% | +96.9% | -51.6% | +15.0% |
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