+34,163.5%
SCCO vs NVMI
+1,933.5%
+32,230.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.1% | -6.9% |
| 7D | -2.7% | +3.8% | -6.5% | -3.2% |
| 30D | -0.2% | -7.6% | +7.4% | +0.8% |
| 3M | +17.8% | -28.0% | +45.8% | +22.6% |
| 6M | +2.3% | -15.3% | +17.6% | +4.2% |
| YTD | +41.6% | +11.5% | +30.1% | +39.6% |
| 1Y | +101.9% | +31.6% | +70.3% | +94.9% |
| 3Y | +186.2% | +207.0% | -20.8% | +146.2% |
| 5Y | +309.7% | +262.8% | +46.8% | +242.3% |
| 10Y | +1,094.2% | +3,074.6% | -1,980.3% | +707.2% |
| All | +34,163.5% | +1,933.5% | +32,230.0% | +18,060.3% |
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