-48.5%
NVTS vs SFM
+112.8%
-161.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -5.1% |
| 7D | +21.6% | -0.4% | +22.1% | +21.6% |
| 30D | -8.5% | -19.2% | +10.7% | -7.7% |
| 3M | -31.4% | -40.3% | +8.9% | -29.6% |
| 6M | -50.3% | -40.9% | -9.5% | -49.2% |
| YTD | +33.9% | -35.5% | +69.4% | +35.1% |
| 1Y | +10.6% | -37.4% | +48.1% | +12.0% |
| 3Y | +52.7% | +25.5% | +27.2% | +31.9% |
| 5Y | -48.5% | +113.0% | -161.5% | -62.7% |
| All | -48.5% | +112.8% | -161.2% | -62.7% |
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