-19.5%
SAP vs NVMI
+53.9%
-73.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.3% |
| 7D | -2.9% | +6.6% | -9.5% | -2.2% |
| 30D | +9.0% | -7.5% | +16.5% | +8.1% |
| 3M | +14.9% | -28.5% | +43.4% | +12.1% |
| 6M | +11.9% | -15.7% | +27.6% | +8.3% |
| YTD | -9.9% | +13.3% | -23.2% | -17.5% |
| 1Y | -19.5% | +48.3% | -67.8% | -28.7% |
| All | -19.5% | +53.9% | -73.4% | -28.7% |
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