+29.0%
NVMI vs SPY
+18.1%
+10.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | -0.9% |
| 7D | -0.1% | -0.8% | +0.7% | +2.2% |
| 30D | -8.4% | -1.1% | -7.3% | -5.5% |
| 3M | -33.6% | +3.9% | -37.4% | -39.6% |
| 6M | -14.7% | +13.6% | -28.3% | -36.9% |
| YTD | +13.2% | +12.7% | +0.5% | -14.0% |
| 1Y | +29.0% | +17.5% | +11.5% | -14.6% |
| All | +29.0% | +18.1% | +10.9% | -14.6% |
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