+33.0%
NVDX vs SFM
-41.4%
+74.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +1.9% |
| 7D | +11.6% | -0.1% | +11.7% | +11.6% |
| 30D | +7.5% | -4.4% | +11.9% | +7.1% |
| 3M | +2.1% | +1.5% | +0.6% | +2.6% |
| 6M | +35.5% | +6.5% | +29.0% | +37.0% |
| YTD | +24.1% | +2.2% | +22.0% | +26.6% |
| 1Y | +33.0% | -41.9% | +74.8% | +52.8% |
| All | +33.0% | -41.4% | +74.4% | +52.8% |
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