-55.6%
NVDX vs SFM
-40.5%
-15.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.4% | -3.7% |
| 7D | -24.7% | +6.0% | -30.8% | -23.6% |
| 30D | -48.2% | -19.5% | -28.7% | -50.8% |
| 3M | -51.9% | -37.0% | -14.9% | -59.1% |
| 6M | -55.6% | -41.0% | -14.6% | -63.0% |
| All | -55.6% | -40.5% | -15.2% | -63.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling