-53.2%
S vs NVMI
+260.7%
-314.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -1.9% |
| 7D | -7.7% | +6.6% | -14.3% | -10.3% |
| 30D | -5.3% | -7.5% | +2.2% | -2.6% |
| 3M | +20.3% | -28.5% | +48.8% | +33.5% |
| 6M | +47.4% | -15.7% | +63.1% | +46.0% |
| YTD | +32.5% | +13.3% | +19.2% | +9.4% |
| 1Y | +9.5% | +48.3% | -38.8% | -24.2% |
| 3Y | +15.5% | +191.2% | -175.7% | -59.2% |
| 5Y | -71.2% | +268.7% | -339.9% | -91.2% |
| All | -53.2% | +260.7% | -314.0% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling