+67,432.8%
NVDA vs SFM
+132.6%
+67,300.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +0.4% |
| 7D | +5.9% | -0.1% | +6.0% | +5.9% |
| 30D | +5.1% | -4.4% | +9.5% | +5.5% |
| 3M | +5.4% | +1.5% | +3.8% | +4.3% |
| 6M | +26.0% | +6.5% | +19.5% | +22.9% |
| YTD | +23.7% | +2.2% | +21.5% | +21.2% |
| 1Y | +34.4% | -41.9% | +76.3% | +44.4% |
| 3Y | +375.8% | +106.8% | +269.0% | +306.6% |
| 5Y | +911.8% | +231.6% | +680.2% | +683.2% |
| 10Y | +14,899.8% | +258.4% | +14,641.4% | +10,813.8% |
| All | +67,432.8% | +132.6% | +67,300.2% | +53,235.9% |
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