-69.5%
S vs NVMI
+270.8%
-340.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | -1.2% | +6.9% | -8.2% | -4.1% |
| 30D | -12.6% | -2.8% | -9.7% | -11.9% |
| 3M | +27.6% | -27.3% | +54.9% | +40.9% |
| 6M | +35.5% | -13.7% | +49.1% | +32.9% |
| YTD | +29.6% | +13.8% | +15.8% | +6.8% |
| 1Y | +8.1% | +34.9% | -26.7% | -20.8% |
| 3Y | +14.8% | +213.5% | -198.8% | -61.9% |
| All | -69.5% | +270.8% | -340.4% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling