+589.4%
SE vs NVMI
+1,124.8%
-535.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -3.3% |
| 7D | -6.1% | +6.6% | -12.7% | -8.9% |
| 30D | -2.5% | -7.5% | +5.1% | +0.6% |
| 3M | +21.7% | -28.5% | +50.2% | +35.9% |
| 6M | +27.0% | -15.7% | +42.7% | +26.1% |
| YTD | -12.1% | +13.3% | -25.4% | -25.7% |
| 1Y | -40.9% | +48.3% | -89.2% | -57.4% |
| 3Y | +191.0% | +191.2% | -0.3% | +19.4% |
| 5Y | -68.3% | +268.7% | -337.0% | -88.7% |
| All | +589.4% | +1,124.8% | -535.5% | +42.3% |
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