-8.3%
SBAC vs NVMI
+207.9%
-216.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.7% | +2.3% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +2.0% | -8.4% | +10.4% | +1.4% |
| 3M | -8.3% | -33.6% | +25.3% | -10.4% |
| 6M | +0.3% | -14.7% | +15.0% | -0.3% |
| YTD | -2.2% | +13.2% | -15.4% | -1.2% |
| 1Y | -4.6% | +29.0% | -33.6% | -2.7% |
| 3Y | -8.3% | +215.0% | -223.3% | -17.1% |
| All | -8.3% | +207.9% | -216.2% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling