+48.3%
NVMI vs SPY
+20.8%
+27.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.6% |
| 7D | +6.6% | +0.1% | +6.5% | +6.2% |
| 30D | -7.5% | +0.1% | -7.6% | -7.6% |
| 3M | -28.5% | +2.0% | -30.5% | -31.5% |
| 6M | -15.7% | +13.0% | -28.8% | -36.6% |
| YTD | +13.3% | +13.5% | -0.2% | -15.9% |
| 1Y | +48.3% | +20.0% | +28.3% | -5.1% |
| All | +48.3% | +20.8% | +27.4% | -5.1% |
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