+82.7%
SFM vs NVMI
+207.9%
-125.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | -15.5% | -8.4% | -7.1% | -15.3% |
| 3M | -17.4% | -33.6% | +16.1% | -16.7% |
| 6M | -3.4% | -14.7% | +11.2% | -4.2% |
| YTD | -8.7% | +13.2% | -21.9% | -12.2% |
| 1Y | -47.2% | +29.0% | -76.2% | -49.9% |
| 3Y | +82.7% | +215.0% | -132.3% | +59.6% |
| All | +82.7% | +207.9% | -125.1% | +59.6% |
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