-30.1%
NVTS vs SFM
+132.4%
-162.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.4% |
| 7D | +3.9% | +6.0% | -2.1% | +3.7% |
| 30D | -4.3% | -19.5% | +15.1% | -3.5% |
| 3M | -34.5% | -37.0% | +2.5% | -33.0% |
| 6M | -57.7% | -41.0% | -16.7% | -56.7% |
| YTD | +25.4% | -34.6% | +60.0% | +26.5% |
| 1Y | +13.1% | -36.3% | +49.4% | +14.4% |
| 3Y | +48.9% | +24.5% | +24.4% | +29.5% |
| 5Y | -51.8% | +115.9% | -167.7% | -60.9% |
| All | -30.1% | +132.4% | -162.4% | -43.0% |
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 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