-9.8%
NVMI vs SPY
+14.6%
-24.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -7.1% |
| 7D | -11.8% | -0.7% | -11.0% | -9.9% |
| 30D | -24.8% | -1.0% | -23.8% | -22.3% |
| 3M | -28.6% | -0.3% | -28.2% | -27.6% |
| 6M | -40.0% | +7.3% | -47.3% | -49.0% |
| YTD | -10.1% | +13.3% | -23.4% | -32.1% |
| 1Y | -9.8% | +14.8% | -24.5% | -34.1% |
| All | -9.8% | +14.6% | -24.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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