+211.9%
SFM vs NVMI
+263.1%
-51.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -1.1% |
| 7D | -8.8% | +3.8% | -12.5% | -8.9% |
| 30D | -14.5% | -7.6% | -6.9% | -14.2% |
| 3M | -16.8% | -28.0% | +11.2% | -15.8% |
| 6M | -5.3% | -15.3% | +10.0% | -5.8% |
| YTD | -9.4% | +11.5% | -20.8% | -12.7% |
| 1Y | -46.2% | +31.6% | -77.8% | -49.1% |
| 3Y | +81.3% | +207.0% | -125.7% | +53.2% |
| 5Y | +211.9% | +262.8% | -51.0% | +161.7% |
| All | +211.9% | +263.1% | -51.2% | +161.7% |
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 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