+48.6%
SGI vs NVMI
+203.1%
-154.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | -4.9% | +3.8% | -8.7% | -5.6% |
| 30D | +1.6% | -7.6% | +9.2% | +3.1% |
| 3M | -3.2% | -28.0% | +24.8% | +2.4% |
| 6M | -16.0% | -15.3% | -0.7% | -14.3% |
| YTD | -25.4% | +11.5% | -36.9% | -27.9% |
| 1Y | -21.6% | +31.6% | -53.2% | -27.6% |
| All | +48.6% | +203.1% | -154.5% | +0.5% |
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