+866.8%
NVDX vs SFM
+76.7%
+790.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -2.7% |
| 7D | +7.3% | -5.8% | +13.1% | +8.5% |
| 30D | -0.9% | -11.4% | +10.4% | +0.9% |
| 3M | +8.4% | -12.2% | +20.6% | +10.1% |
| 6M | +38.2% | -5.2% | +43.3% | +35.8% |
| YTD | +19.3% | -4.5% | +23.7% | +16.3% |
| 1Y | +33.3% | -45.4% | +78.6% | +64.0% |
| All | +866.8% | +76.7% | +790.1% | +1,060.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling