+806.2%
NVDX vs SFM
+67.6%
+738.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.2% |
| 7D | -8.6% | -8.8% | +0.1% | -7.0% |
| 30D | -1.4% | -14.5% | +13.0% | +1.0% |
| 3M | +10.6% | -16.8% | +27.5% | +13.7% |
| 6M | +20.2% | -5.3% | +25.5% | +17.1% |
| YTD | +11.8% | -9.4% | +21.2% | +10.1% |
| 1Y | +12.9% | -46.2% | +59.1% | +37.7% |
| All | +806.2% | +67.6% | +738.6% | +998.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling