-7.8%
NVTS vs SFM
+263.2%
-271.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +6.1% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | -4.5% | -4.4% | -0.1% | -4.2% |
| 3M | -61.5% | +1.5% | -63.0% | -61.7% |
| 6M | +28.0% | +6.5% | +21.5% | +26.0% |
| YTD | +65.3% | +2.2% | +63.1% | +63.2% |
| 1Y | +113.0% | -41.9% | +154.9% | +124.0% |
| 3Y | +34.7% | +106.8% | -72.1% | +13.4% |
| All | -7.8% | +263.2% | -271.0% | -26.4% |
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 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