-53.5%
S vs NVMI
+260.5%
-314.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -11.4% | -8.4% | -3.0% | -8.5% |
| 3M | +33.8% | -33.6% | +67.4% | +54.5% |
| 6M | +39.5% | -14.7% | +54.2% | +37.6% |
| YTD | +31.7% | +13.2% | +18.4% | +8.7% |
| 1Y | +7.0% | +29.0% | -22.0% | -19.7% |
| 3Y | +11.8% | +215.0% | -203.2% | -63.0% |
| 5Y | -69.0% | +268.6% | -337.6% | -90.5% |
| All | -53.5% | +260.5% | -314.0% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling