+47,694.9%
NVDA vs SFM
+48.8%
+47,646.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.2% |
| 7D | -12.7% | +6.0% | -18.8% | -13.5% |
| 30D | -26.4% | -19.5% | -7.0% | -24.6% |
| 3M | -27.6% | -37.0% | +9.4% | -23.3% |
| 6M | -27.7% | -41.0% | +13.3% | -23.0% |
| YTD | -12.5% | -34.6% | +22.2% | -9.1% |
| 1Y | -12.6% | -36.3% | +23.6% | -9.0% |
| 3Y | +235.9% | +24.5% | +211.4% | +207.8% |
| 5Y | +438.2% | +115.9% | +322.3% | +340.8% |
| 10Y | +7,445.8% | +139.5% | +7,306.3% | +5,694.2% |
| All | +47,694.9% | +48.8% | +47,646.1% | +39,891.3% |
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