+1,863.5%
SGI vs NVMI
+6,909.5%
-5,046.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.7% |
| 7D | +9.3% | +11.7% | -2.4% | +7.0% |
| 30D | +6.9% | -4.0% | +10.9% | +7.5% |
| 3M | +2.8% | -25.8% | +28.6% | +7.9% |
| 6M | -12.6% | -8.3% | -4.3% | -12.2% |
| YTD | -21.5% | +14.8% | -36.4% | -24.9% |
| 1Y | -18.8% | +37.9% | -56.6% | -25.5% |
| 3Y | +60.8% | +216.3% | -155.4% | +21.0% |
| 5Y | +60.0% | +277.2% | -217.2% | +15.7% |
| 10Y | +267.8% | +3,074.3% | -2,806.5% | +90.1% |
| All | +1,863.5% | +6,909.5% | -5,046.0% | +557.7% |
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 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