-47.8%
S vs NVMI
+208.2%
-255.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.8% |
| 7D | +2.0% | +1.5% | +0.5% | +1.4% |
| 30D | -2.7% | -4.1% | +1.4% | -1.2% |
| 3M | -6.9% | -22.8% | +15.9% | +1.9% |
| 6M | +38.1% | -36.9% | +74.9% | +56.6% |
| YTD | +48.0% | -3.2% | +51.2% | +28.7% |
| 1Y | +34.5% | +7.1% | +27.4% | +9.8% |
| 3Y | +38.3% | +181.5% | -143.2% | -53.2% |
| 5Y | -70.9% | +141.2% | -212.1% | -89.3% |
| All | -47.8% | +208.2% | -255.9% | -83.0% |
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