+262.8%
NVMI vs SPY
+79.8%
+183.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.0% |
| 7D | +3.8% | -2.0% | +5.8% | +7.4% |
| 30D | -7.6% | -1.7% | -5.9% | -4.7% |
| 3M | -28.0% | +4.7% | -32.7% | -32.5% |
| 6M | -15.3% | +12.5% | -27.8% | -28.8% |
| YTD | +11.5% | +11.7% | -0.3% | -4.7% |
| 1Y | +31.6% | +17.5% | +14.1% | +5.1% |
| 3Y | +207.0% | +76.6% | +130.4% | +39.8% |
| 5Y | +262.8% | +82.0% | +180.8% | +73.4% |
| All | +262.8% | +79.8% | +183.1% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling