+80.7%
SAP vs NVMI
+140.3%
-59.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +0.8% |
| 7D | +0.6% | +1.5% | -0.9% | +0.3% |
| 30D | +6.5% | -4.1% | +10.6% | +6.8% |
| 3M | +12.2% | -22.8% | +35.0% | +16.0% |
| 6M | +46.1% | -36.9% | +83.0% | +52.3% |
| YTD | -1.6% | -3.2% | +1.6% | -9.7% |
| 1Y | -5.1% | +7.1% | -12.2% | -15.5% |
| 3Y | +68.4% | +181.5% | -113.1% | +1.1% |
| All | +80.7% | +140.3% | -59.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling