+2,993.7%
SHOP vs NVMI
+3,158.6%
-165.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +0.9% |
| 7D | -11.2% | -0.1% | -11.2% | -11.2% |
| 30D | -14.4% | -8.4% | -6.0% | -10.8% |
| 3M | +16.6% | -33.6% | +50.1% | +38.0% |
| 6M | -0.6% | -14.7% | +14.1% | -3.4% |
| YTD | -20.0% | +13.2% | -33.2% | -35.8% |
| 1Y | -11.2% | +29.0% | -40.2% | -35.0% |
| 3Y | +99.5% | +215.0% | -115.5% | -27.8% |
| 5Y | -13.2% | +268.6% | -281.8% | -70.7% |
| All | +2,993.7% | +3,158.6% | -165.0% | +296.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling