+456.9%
SAN vs NVMI
+1,967.2%
-1,510.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.5% |
| 7D | +1.8% | +6.6% | -4.8% | +1.0% |
| 30D | +2.0% | -7.5% | +9.5% | +2.8% |
| 3M | +19.7% | -28.5% | +48.2% | +23.9% |
| 6M | +30.6% | -15.7% | +46.4% | +32.2% |
| YTD | +28.8% | +13.3% | +15.5% | +25.6% |
| 1Y | +57.8% | +48.3% | +9.5% | +48.5% |
| 3Y | +338.1% | +191.2% | +146.9% | +271.1% |
| 5Y | +384.2% | +268.7% | +115.5% | +295.4% |
| 10Y | +353.1% | +3,034.8% | -2,681.6% | +194.3% |
| All | +456.9% | +1,967.2% | -1,510.3% | +164.8% |
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 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