+298.4%
SAN vs NVMI
+140.3%
+158.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.6% | +1.3% |
| 7D | +4.0% | +1.5% | +2.5% | +3.7% |
| 30D | -7.8% | -4.1% | -3.7% | -7.3% |
| 3M | -16.4% | -22.8% | +6.4% | -12.3% |
| 6M | +3.5% | -36.9% | +40.4% | +11.7% |
| YTD | +6.7% | -3.2% | +9.9% | +4.2% |
| 1Y | +14.5% | +7.1% | +7.4% | +9.2% |
| 3Y | +243.5% | +181.5% | +62.0% | +129.8% |
| All | +298.4% | +140.3% | +158.1% | +160.3% |
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