+342.6%
SAN vs NVMI
+209.6%
+133.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.5% | +6.9% | -7.4% | -1.6% |
| 30D | -0.1% | -2.8% | +2.8% | +0.3% |
| 3M | +19.6% | -27.3% | +47.0% | +24.8% |
| 6M | +32.7% | -13.7% | +46.4% | +34.1% |
| YTD | +26.7% | +13.8% | +12.8% | +23.1% |
| 1Y | +51.6% | +34.9% | +16.8% | +43.5% |
| All | +342.6% | +209.6% | +133.0% | +253.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling