-78.0%
SE vs NVMI
+140.3%
-218.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +2.3% |
| 7D | -0.5% | +1.5% | -2.0% | -1.3% |
| 30D | -20.9% | -4.1% | -16.9% | -20.3% |
| 3M | -38.9% | -22.8% | -16.1% | -33.5% |
| 6M | -19.4% | -36.9% | +17.5% | -9.4% |
| YTD | -40.9% | -3.2% | -37.7% | -47.8% |
| 1Y | -46.2% | +7.1% | -53.3% | -55.0% |
| 3Y | +63.7% | +181.5% | -117.8% | -43.8% |
| All | -78.0% | +140.3% | -218.4% | -92.2% |
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