+803.3%
NVDX vs SFM
+68.9%
+734.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -10.2% | -10.6% | +0.4% | -8.3% |
| 30D | -7.3% | -15.5% | +8.1% | -4.7% |
| 3M | +5.5% | -17.4% | +23.0% | +8.7% |
| 6M | +18.3% | -3.4% | +21.7% | +14.6% |
| YTD | +11.4% | -8.7% | +20.1% | +9.6% |
| 1Y | +12.7% | -47.2% | +59.9% | +39.2% |
| All | +803.3% | +68.9% | +734.4% | +993.8% |
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 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