+236.6%
SAP vs NVMI
+2,494.8%
-2,258.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +0.9% |
| 7D | +0.6% | +1.5% | -0.9% | +0.2% |
| 30D | +6.5% | -4.1% | +10.6% | +6.8% |
| 3M | +12.2% | -22.8% | +35.0% | +17.0% |
| 6M | +46.1% | -36.9% | +83.0% | +54.2% |
| YTD | -1.6% | -3.2% | +1.6% | -9.1% |
| 1Y | -5.1% | +7.1% | -12.2% | -15.0% |
| 3Y | +68.4% | +181.5% | -113.1% | +5.5% |
| 5Y | +79.4% | +141.2% | -61.8% | +13.6% |
| All | +236.6% | +2,494.8% | -2,258.2% | +26.4% |
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