+171.3%
SAP vs NVMI
+3,108.0%
-2,936.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -5.1% | +3.8% | -8.9% | -5.9% |
| 30D | -1.8% | -7.6% | +5.8% | -0.4% |
| 3M | +20.9% | -28.0% | +48.9% | +26.8% |
| 6M | +7.0% | -15.3% | +22.3% | +5.9% |
| YTD | -13.7% | +11.5% | -25.2% | -21.8% |
| 1Y | -19.6% | +31.6% | -51.2% | -31.0% |
| 3Y | +52.4% | +207.0% | -154.6% | -4.9% |
| 5Y | +54.4% | +262.8% | -208.4% | -11.3% |
| All | +171.3% | +3,108.0% | -2,936.7% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling