-5.9%
SAP vs NVMI
-11.6%
+5.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.7% | +3.9% |
| 7D | +1.3% | -11.8% | +13.1% | -0.5% |
| 30D | +15.5% | -24.8% | +40.4% | +10.9% |
| 3M | +22.8% | -28.6% | +51.4% | +17.4% |
| 6M | +42.5% | -40.0% | +82.5% | +33.3% |
| YTD | +0.5% | -10.1% | +10.6% | -10.5% |
| 1Y | -5.9% | -9.8% | +3.8% | -16.6% |
| All | -5.9% | -11.6% | +5.6% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling