-23.9%
NVDX vs SFM
-35.8%
+12.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.6% | -9.8% | -5.3% |
| 7D | -14.1% | -12.3% | -1.8% | -15.6% |
| 30D | -31.3% | -16.2% | -15.1% | -33.3% |
| 3M | -16.2% | -36.8% | +20.6% | -24.5% |
| 6M | -11.9% | -32.6% | +20.7% | -18.6% |
| YTD | -9.4% | -31.7% | +22.3% | -12.0% |
| 1Y | -23.9% | -35.0% | +11.1% | -24.9% |
| All | -23.9% | -35.8% | +12.0% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling