+14,546.7%
NVDA vs SFM
+271.4%
+14,275.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -5.1% | -10.6% | +5.5% | -3.5% |
| 30D | -2.5% | -15.5% | +13.0% | -0.2% |
| 3M | +6.7% | -17.4% | +24.1% | +9.2% |
| 6M | +17.6% | -3.4% | +21.0% | +16.4% |
| YTD | +17.3% | -8.7% | +26.0% | +16.9% |
| 1Y | +23.5% | -47.2% | +70.7% | +35.2% |
| 3Y | +384.6% | +82.7% | +301.9% | +319.9% |
| 5Y | +875.4% | +214.3% | +661.1% | +653.0% |
| All | +14,546.7% | +271.4% | +14,275.3% | +10,333.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling