+38.7%
SHAK vs NVMI
+3,234.6%
-3,195.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.6% |
| 7D | -8.3% | -0.1% | -8.2% | -8.2% |
| 30D | -12.6% | -8.4% | -4.2% | -10.1% |
| 3M | +9.1% | -33.6% | +42.7% | +23.0% |
| 6M | -31.2% | -14.7% | -16.6% | -30.3% |
| YTD | -21.6% | +13.2% | -34.8% | -29.5% |
| 1Y | -38.8% | +29.0% | -67.8% | -48.5% |
| 3Y | +0.6% | +215.0% | -214.4% | -46.1% |
| 5Y | -22.5% | +268.6% | -291.1% | -62.0% |
| 10Y | +85.3% | +3,124.7% | -3,039.4% | -63.2% |
| All | +38.7% | +3,234.6% | -3,195.9% | -71.0% |
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