+648.8%
SEI vs NVMI
+1,425.1%
-776.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.3% |
| 7D | +20.7% | +3.8% | +16.9% | +18.8% |
| 30D | +9.1% | -7.6% | +16.7% | +13.2% |
| 3M | -6.0% | -28.0% | +22.0% | +9.2% |
| 6M | +18.9% | -15.3% | +34.2% | +28.4% |
| YTD | +40.1% | +11.5% | +28.7% | +36.6% |
| 1Y | +120.6% | +31.6% | +89.0% | +103.4% |
| 3Y | +562.1% | +207.0% | +355.2% | +332.6% |
| 5Y | +954.5% | +262.8% | +691.6% | +503.1% |
| All | +648.8% | +1,425.1% | -776.3% | +118.1% |
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