+177.8%
SE vs NVMI
+207.9%
-30.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -17.1% | -8.4% | -8.7% | -15.7% |
| 3M | +24.0% | -33.6% | +57.5% | +33.4% |
| 6M | +21.0% | -14.7% | +35.7% | +19.7% |
| YTD | -16.7% | +13.2% | -29.9% | -24.1% |
| 1Y | -45.9% | +29.0% | -74.9% | -52.8% |
| 3Y | +177.8% | +215.0% | -37.2% | +94.7% |
| All | +177.8% | +207.9% | -30.0% | +94.7% |
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