+383.8%
SAN vs NVMI
+263.1%
+120.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -2.8% | +3.8% | -6.6% | -3.6% |
| 30D | -0.5% | -7.6% | +7.0% | +0.9% |
| 3M | +22.7% | -28.0% | +50.7% | +30.0% |
| 6M | +28.8% | -15.3% | +44.1% | +30.8% |
| YTD | +26.3% | +11.5% | +14.8% | +20.5% |
| 1Y | +48.8% | +31.6% | +17.3% | +36.3% |
| 3Y | +347.2% | +207.0% | +140.2% | +202.5% |
| 5Y | +383.8% | +262.8% | +120.9% | +203.0% |
| All | +383.8% | +263.1% | +120.7% | +203.0% |
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 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