-45.9%
SE vs NVMI
+32.8%
-78.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -17.1% | -8.4% | -8.7% | -16.3% |
| 3M | +24.0% | -33.6% | +57.5% | +28.8% |
| 6M | +21.0% | -14.7% | +35.7% | +15.2% |
| YTD | -16.7% | +13.2% | -29.9% | -27.8% |
| 1Y | -45.9% | +29.0% | -74.9% | -54.4% |
| All | -45.9% | +32.8% | -78.7% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling