+1,619.0%
NVMI vs SPY
+712.9%
+906.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.9% |
| 7D | +11.7% | +0.5% | +11.1% | +11.1% |
| 30D | -4.0% | -0.9% | -3.1% | -3.1% |
| 3M | -25.8% | +3.9% | -29.6% | -27.8% |
| 6M | -8.3% | +14.5% | -22.8% | -18.0% |
| YTD | +14.8% | +12.9% | +1.9% | +4.5% |
| 1Y | +37.9% | +19.4% | +18.5% | +20.1% |
| 3Y | +216.3% | +78.5% | +137.8% | +100.2% |
| 5Y | +277.2% | +81.8% | +195.4% | +142.1% |
| 10Y | +3,074.3% | +311.5% | +2,762.8% | +1,016.6% |
| All | +1,619.0% | +712.9% | +906.2% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling