-44.1%
SBAC vs NVMI
+263.1%
-307.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.8% |
| 7D | -5.3% | +3.8% | -9.1% | -5.3% |
| 30D | +0.4% | -7.6% | +7.9% | +0.5% |
| 3M | -11.9% | -28.0% | +16.1% | -11.5% |
| 6M | -4.5% | -15.3% | +10.8% | -5.0% |
| YTD | -4.3% | +11.5% | -15.8% | -6.3% |
| 1Y | -3.9% | +31.6% | -35.5% | -6.9% |
| 3Y | -11.0% | +207.0% | -218.0% | -28.1% |
| 5Y | -44.1% | +262.8% | -306.9% | -56.0% |
| All | -44.1% | +263.1% | -307.2% | -56.0% |
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