-31.2%
SHAK vs NVMI
-14.3%
-16.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +3.0% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -12.6% | -8.4% | -4.2% | -11.7% |
| 3M | +9.1% | -33.6% | +42.7% | +14.8% |
| 6M | -31.2% | -14.7% | -16.6% | -35.2% |
| All | -31.2% | -14.3% | -16.9% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling