+433.8%
SBAC vs NVMI
+1,976.9%
-1,543.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | +0.2% | +6.9% | -6.8% | -0.6% |
| 30D | +3.9% | -2.8% | +6.7% | +4.0% |
| 3M | -8.2% | -27.3% | +19.2% | -5.7% |
| 6M | -2.8% | -13.7% | +10.9% | -2.9% |
| YTD | -1.5% | +13.8% | -15.4% | -5.2% |
| 1Y | 0.0% | +34.9% | -34.8% | -6.0% |
| 3Y | -8.4% | +213.5% | -221.9% | -25.5% |
| 5Y | -43.5% | +272.5% | -316.0% | -55.8% |
| 10Y | +86.9% | +3,142.4% | -3,055.5% | +8.8% |
| All | +433.8% | +1,976.9% | -1,543.1% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling